+469.9%
TXN vs FIVE
+562.8%
-92.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -3.8% | +7.3% | -11.2% | -5.4% |
| 30D | +6.4% | +18.1% | -11.6% | +2.2% |
| 3M | +7.7% | +7.7% | 0.0% | +5.3% |
| 6M | +5.5% | +13.6% | -8.1% | +1.1% |
| YTD | +77.0% | +34.6% | +42.4% | +61.6% |
| 1Y | +91.2% | +66.2% | +25.0% | +65.3% |
| 3Y | +121.5% | +43.5% | +78.1% | +85.2% |
| 5Y | +84.9% | +20.7% | +64.2% | +56.0% |
| 10Y | +469.9% | +541.5% | -71.6% | +243.4% |
| All | +469.9% | +562.8% | -92.9% | +243.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling