+1,461.2%
TXN vs FERG
+1,315.5%
+145.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | +2.7% | +0.9% | +1.8% | +2.5% |
| 30D | -6.7% | -15.1% | +8.3% | -4.4% |
| 3M | -8.9% | -4.8% | -4.1% | -8.3% |
| 6M | +34.7% | -2.5% | +37.1% | +35.1% |
| YTD | +53.3% | +1.8% | +51.5% | +52.8% |
| 1Y | +45.0% | -0.3% | +45.4% | +44.8% |
| 3Y | +73.1% | +52.9% | +20.2% | +63.4% |
| 5Y | +59.9% | +69.3% | -9.4% | +48.4% |
| 10Y | +415.7% | +352.7% | +63.0% | +363.7% |
| All | +1,461.2% | +1,315.5% | +145.7% | +1,240.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling