+99.7%
TXN vs FIVE
+63.3%
+36.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.7% | -7.0% | -1.2% |
| 7D | +1.0% | +7.5% | -6.5% | +0.1% |
| 30D | +6.1% | +16.7% | -10.6% | +4.0% |
| 3M | +10.4% | +13.4% | -3.0% | +8.1% |
| 6M | +12.6% | +9.0% | +3.5% | +10.5% |
| YTD | +83.5% | +33.8% | +49.7% | +72.8% |
| 1Y | +99.7% | +61.2% | +38.6% | +79.1% |
| All | +99.7% | +63.3% | +36.5% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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