+485.1%
TXN vs FIVE
+505.3%
-20.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | +12.3% | +2.4% | +9.9% | +11.7% |
| 30D | +9.1% | +15.8% | -6.8% | +5.2% |
| 3M | +13.5% | +3.8% | +9.7% | +12.0% |
| 6M | +6.9% | +18.5% | -11.6% | +1.5% |
| YTD | +84.0% | +31.2% | +52.8% | +69.1% |
| 1Y | +95.8% | +61.8% | +34.0% | +70.3% |
| 3Y | +130.3% | +39.9% | +90.5% | +93.8% |
| 5Y | +89.2% | +18.3% | +70.9% | +60.4% |
| All | +485.1% | +505.3% | -20.2% | +255.9% |
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