+70.4%
TXN vs FGI
-69.8%
+140.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | +2.2% | +5.2% | -3.0% | +2.2% |
| 30D | -9.5% | +65.2% | -74.7% | -10.4% |
| 3M | -10.5% | +30.2% | -40.7% | -11.3% |
| 6M | +35.4% | +87.8% | -52.4% | +32.9% |
| YTD | +51.8% | +32.5% | +19.3% | +49.4% |
| 1Y | +42.9% | +93.6% | -50.6% | +39.5% |
| 3Y | +71.3% | -2.6% | +73.9% | +68.5% |
| All | +70.4% | -69.8% | +140.2% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling