+1,344.8%
TXN vs FFIV
+7,518.9%
-6,174.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -0.1% | -1.0% | +0.9% | +0.2% |
| 30D | -6.9% | -5.1% | -1.9% | -5.8% |
| 3M | -14.9% | -4.5% | -10.5% | -14.1% |
| 6M | +29.0% | +36.5% | -7.5% | +18.2% |
| YTD | +51.5% | +53.0% | -1.5% | +34.4% |
| 1Y | +41.6% | +24.2% | +17.3% | +32.1% |
| 3Y | +65.8% | +137.2% | -71.4% | +30.4% |
| 5Y | +56.8% | +91.8% | -35.0% | +29.4% |
| 10Y | +387.5% | +215.2% | +172.3% | +251.0% |
| All | +1,344.8% | +7,518.9% | -6,174.2% | +314.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling