+3,094.3%
TXN vs FE
+561.4%
+2,532.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | -0.1% | +1.9% | -2.0% | -0.7% |
| 30D | -6.9% | -1.2% | -5.8% | -6.6% |
| 3M | -14.9% | +3.5% | -18.4% | -16.1% |
| 6M | +29.0% | -6.1% | +35.1% | +31.1% |
| YTD | +51.5% | +7.6% | +43.9% | +47.7% |
| 1Y | +41.6% | +11.9% | +29.6% | +36.2% |
| 3Y | +65.8% | +48.4% | +17.4% | +44.8% |
| 5Y | +56.8% | +44.8% | +12.0% | +37.0% |
| 10Y | +387.5% | +115.9% | +271.6% | +270.1% |
| All | +3,094.3% | +561.4% | +2,532.9% | +1,440.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling