+57.7%
TXN vs FIVE
+37.7%
+20.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | +0.7% |
| 7D | -0.1% | +4.3% | -4.3% | -1.0% |
| 30D | -6.9% | +12.5% | -19.5% | -9.6% |
| 3M | -14.9% | +31.2% | -46.2% | -20.3% |
| 6M | +29.0% | +14.4% | +14.6% | +23.7% |
| YTD | +51.5% | +33.9% | +17.6% | +39.8% |
| 1Y | +41.6% | +65.1% | -23.5% | +23.9% |
| 3Y | +65.8% | +49.0% | +16.9% | +38.2% |
| All | +57.7% | +37.7% | +20.1% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling