+71.9%
TXN vs FITB
+128.2%
-56.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +2.7% | -0.4% | +3.1% | +2.9% |
| 30D | -6.7% | -5.1% | -1.6% | -4.2% |
| 3M | -8.9% | +3.5% | -12.4% | -11.0% |
| 6M | +34.7% | +17.2% | +17.5% | +22.8% |
| YTD | +53.3% | +17.6% | +35.7% | +38.2% |
| 1Y | +45.0% | +23.4% | +21.7% | +26.8% |
| All | +71.9% | +128.2% | -56.3% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling