+419.8%
TXN vs FERG
+351.3%
+68.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.7% |
| 7D | +4.0% | -2.6% | +6.5% | +4.6% |
| 30D | -2.9% | -8.9% | +6.0% | -0.9% |
| 3M | -9.1% | -2.0% | -7.1% | -8.8% |
| 6M | +36.6% | -3.2% | +39.8% | +37.5% |
| YTD | +57.5% | +1.5% | +56.0% | +56.8% |
| 1Y | +49.5% | +0.5% | +49.0% | +48.9% |
| 3Y | +76.5% | +50.4% | +26.1% | +62.7% |
| 5Y | +62.4% | +68.7% | -6.3% | +45.3% |
| All | +419.8% | +351.3% | +68.5% | +367.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 10y: compounded portfolio wealth divided by compounded FERG 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…
10y analysis · Full analysis span regression · 6 months rolling