+83.5%
TXN vs FGI
-70.6%
+154.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -7.8% | -7.0% | -0.9% | -7.8% |
| 30D | -3.6% | -4.2% | +0.7% | -3.5% |
| 3M | +0.1% | +55.6% | -55.5% | -0.9% |
| 6M | -3.2% | -3.2% | -0.1% | -3.8% |
| YTD | +63.4% | +29.1% | +34.2% | +60.8% |
| 1Y | +75.6% | +51.0% | +24.6% | +72.4% |
| 3Y | +104.0% | +1.5% | +102.5% | +100.0% |
| All | +83.5% | -70.6% | +154.0% | +83.7% |
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