+46.6%
TXN vs FIG
-74.0%
+120.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.0% |
| 7D | +2.0% | -12.2% | +14.2% | +1.5% |
| 30D | -8.0% | -11.0% | +3.0% | -8.2% |
| 3M | -7.8% | +11.9% | -19.6% | -6.8% |
| 6M | +32.4% | -21.9% | +54.3% | +35.9% |
| YTD | +51.7% | -40.8% | +92.4% | +59.4% |
| 1Y | +44.3% | -56.6% | +100.9% | +55.4% |
| All | +46.6% | -74.0% | +120.6% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling