+124.0%
TXN vs FIVE
+42.1%
+81.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.6% | +1.0% | +5.5% |
| 7D | -2.1% | +6.2% | -8.3% | -3.1% |
| 30D | +4.7% | +18.2% | -13.4% | +1.6% |
| 3M | +3.9% | +3.8% | 0.0% | +2.9% |
| 6M | +3.8% | +13.7% | -9.9% | +0.5% |
| YTD | +74.2% | +34.7% | +39.5% | +62.6% |
| 1Y | +88.2% | +66.6% | +21.6% | +68.4% |
| 3Y | +124.0% | +44.3% | +79.7% | +73.8% |
| All | +124.0% | +42.1% | +81.9% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling