+59.9%
TXN vs FDX
+63.0%
-3.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.6% |
| 7D | +2.7% | -2.3% | +5.0% | +3.5% |
| 30D | -6.7% | -4.9% | -1.8% | -5.2% |
| 3M | -8.9% | -6.5% | -2.5% | -6.8% |
| 6M | +34.7% | +6.7% | +28.0% | +30.8% |
| YTD | +53.3% | +33.9% | +19.4% | +37.1% |
| 1Y | +45.0% | +72.2% | -27.1% | +18.3% |
| 3Y | +73.1% | +60.2% | +12.9% | +40.6% |
| 5Y | +59.9% | +62.9% | -3.0% | +22.5% |
| All | +59.9% | +63.0% | -3.1% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling