+49.5%
TXN vs FITB
+24.3%
+25.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.6% |
| 7D | +4.0% | -0.3% | +4.2% | +4.1% |
| 30D | -2.9% | -5.7% | +2.8% | -0.7% |
| 3M | -9.1% | +3.2% | -12.3% | -10.6% |
| 6M | +36.6% | +23.4% | +13.2% | +24.7% |
| YTD | +57.5% | +18.8% | +38.7% | +42.5% |
| 1Y | +49.5% | +25.0% | +24.6% | +30.4% |
| All | +49.5% | +24.3% | +25.2% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling