+34.7%
TXN vs FERG
-0.2%
+34.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.7% |
| 7D | +2.7% | +0.9% | +1.8% | +2.2% |
| 30D | -6.7% | -15.1% | +8.3% | +0.8% |
| 3M | -8.9% | -4.8% | -4.1% | -7.3% |
| 6M | +34.7% | -2.5% | +37.1% | +34.3% |
| All | +34.7% | -0.2% | +34.9% | +34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling