+1,605.5%
TXN vs FFIV
+5,932.0%
-4,326.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.2% | -2.1% |
| 7D | +9.5% | -0.5% | +10.0% | +9.7% |
| 30D | +8.7% | -32.4% | +41.1% | +19.5% |
| 3M | +11.6% | -25.7% | +37.3% | +19.5% |
| 6M | +0.1% | -13.5% | +13.6% | +2.9% |
| YTD | +78.8% | +21.1% | +57.7% | +67.3% |
| 1Y | +91.2% | +29.4% | +61.8% | +75.8% |
| 3Y | +125.8% | +94.9% | +30.9% | +85.4% |
| 5Y | +83.8% | +34.7% | +49.1% | +65.1% |
| 10Y | +469.9% | +119.0% | +350.8% | +347.1% |
| All | +1,605.5% | +5,932.0% | -4,326.5% | +415.3% |
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