+468.5%
TXN vs FFIV
+118.6%
+349.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.2% | -1.6% |
| 7D | +9.5% | -0.5% | +10.0% | +9.8% |
| 30D | +8.7% | -32.4% | +41.1% | +28.1% |
| 3M | +11.6% | -25.7% | +37.3% | +25.1% |
| 6M | +0.1% | -13.5% | +13.6% | +3.9% |
| YTD | +78.8% | +21.1% | +57.7% | +54.9% |
| 1Y | +91.2% | +29.4% | +61.8% | +60.0% |
| 3Y | +125.8% | +94.9% | +30.9% | +48.8% |
| 5Y | +83.8% | +34.7% | +49.1% | +42.0% |
| All | +468.5% | +118.6% | +349.9% | +227.5% |
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