+125.8%
TXN vs FIS
-38.7%
+164.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.2% | -7.0% | -3.1% |
| 7D | +9.5% | +2.8% | +6.6% | +9.2% |
| 30D | +8.7% | -16.7% | +25.4% | +9.2% |
| 3M | +11.6% | -32.3% | +43.9% | +14.4% |
| 6M | +0.1% | -29.1% | +29.2% | +1.7% |
| YTD | +78.8% | -54.1% | +132.9% | +107.5% |
| 1Y | +91.2% | -53.7% | +144.9% | +121.0% |
| 3Y | +125.8% | -38.8% | +164.7% | +124.3% |
| All | +125.8% | -38.7% | +164.5% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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