+52.2%
TXN vs FIG
-72.7%
+125.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.8% | -1.0% | +4.0% |
| 7D | +4.0% | -3.8% | +7.8% | +3.8% |
| 30D | -2.9% | -2.3% | -0.5% | -2.8% |
| 3M | -9.1% | +20.0% | -29.1% | -8.0% |
| 6M | +36.6% | -16.7% | +53.3% | +40.3% |
| YTD | +57.5% | -37.9% | +95.4% | +65.8% |
| 1Y | +49.5% | -58.5% | +108.1% | +62.0% |
| All | +52.2% | -72.7% | +125.0% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 10y: compounded portfolio wealth divided by compounded FIG 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…
10y analysis · Full analysis span regression · 6 months rolling