+419.8%
TXN vs FFIV
+249.4%
+170.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.3% | +0.5% | +2.3% |
| 7D | +4.0% | +5.4% | -1.5% | +1.4% |
| 30D | -2.9% | -2.7% | -0.2% | -1.8% |
| 3M | -9.1% | +4.5% | -13.6% | -11.5% |
| 6M | +36.6% | +42.2% | -5.6% | +13.9% |
| YTD | +57.5% | +61.3% | -3.8% | +22.6% |
| 1Y | +49.5% | +23.0% | +26.5% | +31.9% |
| 3Y | +76.5% | +156.3% | -79.7% | +5.7% |
| 5Y | +62.4% | +102.9% | -40.5% | +6.1% |
| All | +419.8% | +249.4% | +170.4% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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