+70.1%
TXN vs FFIV
+147.5%
-77.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.5% |
| 7D | +2.0% | +1.6% | +0.4% | +1.3% |
| 30D | -8.0% | -3.7% | -4.2% | -6.7% |
| 3M | -7.8% | +2.0% | -9.7% | -8.8% |
| 6M | +32.4% | +39.3% | -6.8% | +14.8% |
| YTD | +51.7% | +56.1% | -4.4% | +24.1% |
| 1Y | +44.3% | +22.0% | +22.3% | +31.2% |
| All | +70.1% | +147.5% | -77.4% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling