+3,344.9%
TXN vs FE
+563.2%
+2,781.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.0% |
| 3M | +0.1% | 0.0% | +0.1% | 0.0% |
| 6M | -3.2% | +5.0% | -8.3% | -5.0% |
| YTD | +63.4% | +7.9% | +55.5% | +59.0% |
| 1Y | +75.6% | +6.3% | +69.3% | +71.5% |
| 3Y | +104.0% | +46.0% | +58.0% | +79.1% |
| 5Y | +65.0% | +45.6% | +19.4% | +43.8% |
| 10Y | +437.9% | +109.3% | +328.6% | +311.7% |
| All | +3,344.9% | +563.2% | +2,781.7% | +1,558.5% |
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