+1,328.3%
TXN vs FIS
+374.5%
+953.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.2% |
| 7D | -0.1% | +1.1% | -1.2% | -0.6% |
| 30D | -6.9% | -2.2% | -4.7% | -6.4% |
| 3M | -14.9% | +2.1% | -17.1% | -16.9% |
| 6M | +29.0% | -14.7% | +43.7% | +33.9% |
| YTD | +51.5% | -35.7% | +87.2% | +76.5% |
| 1Y | +41.6% | -37.1% | +78.6% | +66.2% |
| 3Y | +65.8% | -20.0% | +85.8% | +71.4% |
| 5Y | +56.8% | -62.1% | +118.9% | +113.1% |
| 10Y | +387.5% | -37.4% | +424.8% | +415.5% |
| All | +1,328.3% | +374.5% | +953.7% | +513.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling