+20,427.4%
TXN vs FITB
+2,836.2%
+17,591.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | +2.2% | +2.8% | -0.6% | +1.5% |
| 30D | -9.5% | -4.5% | -5.0% | -8.5% |
| 3M | -10.5% | +5.7% | -16.2% | -11.8% |
| 6M | +35.4% | +17.1% | +18.3% | +30.3% |
| YTD | +51.8% | +18.3% | +33.4% | +45.5% |
| 1Y | +42.9% | +23.9% | +19.1% | +35.6% |
| 3Y | +71.3% | +131.1% | -59.8% | +41.2% |
| 5Y | +58.0% | +71.1% | -13.1% | +37.0% |
| 10Y | +393.3% | +283.9% | +109.4% | +244.9% |
| All | +20,427.4% | +2,836.2% | +17,591.2% | +7,062.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling