+71.0%
TXN vs FGI
-5.3%
+76.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.5% | -5.7% | +1.8% |
| 7D | -0.1% | +0.5% | -0.6% | -0.1% |
| 30D | -6.9% | +65.4% | -72.3% | -7.4% |
| 3M | -14.9% | +23.5% | -38.4% | -15.2% |
| 6M | +29.0% | +60.5% | -31.5% | +28.0% |
| YTD | +51.5% | +30.0% | +21.5% | +50.3% |
| 1Y | +41.6% | +82.1% | -40.5% | +41.0% |
| All | +71.0% | -5.3% | +76.3% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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