+67.3%
TXN vs FE
+47.5%
+19.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -7.8% | 0.0% | -7.8% | -7.8% |
| 30D | -3.6% | +5.2% | -8.7% | -4.8% |
| 3M | +0.1% | 0.0% | +0.1% | +0.1% |
| 6M | -3.2% | +5.0% | -8.3% | -4.9% |
| YTD | +63.4% | +7.9% | +55.5% | +59.5% |
| 1Y | +75.6% | +6.3% | +69.3% | +71.9% |
| 3Y | +104.0% | +46.0% | +58.0% | +78.0% |
| All | +67.3% | +47.5% | +19.8% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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