+59.9%
TXN vs FFIV
+100.0%
-40.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.8% | -0.7% |
| 7D | +2.7% | +3.5% | -0.8% | +1.0% |
| 30D | -6.7% | -1.3% | -5.4% | -6.4% |
| 3M | -8.9% | +2.4% | -11.3% | -10.3% |
| 6M | +34.7% | +41.8% | -7.1% | +12.9% |
| YTD | +53.3% | +58.5% | -5.2% | +20.7% |
| 1Y | +45.0% | +24.3% | +20.7% | +27.9% |
| 3Y | +73.1% | +152.0% | -78.9% | +2.8% |
| 5Y | +59.9% | +99.1% | -39.2% | +3.0% |
| All | +59.9% | +100.0% | -40.1% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling