+1,535.6%
TXN vs FIVE
+862.5%
+673.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.3% |
| 7D | -0.5% | -0.5% | 0.0% | -0.3% |
| 30D | +10.5% | +17.4% | -6.9% | +6.7% |
| 3M | +10.7% | +7.0% | +3.7% | +8.7% |
| 6M | +5.1% | +20.5% | -15.4% | +0.1% |
| YTD | +82.5% | +33.1% | +49.3% | +69.0% |
| 1Y | +98.2% | +67.1% | +31.1% | +74.4% |
| 3Y | +128.4% | +41.9% | +86.5% | +95.6% |
| 5Y | +89.0% | +21.1% | +68.0% | +62.7% |
| 10Y | +481.5% | +518.8% | -37.3% | +265.1% |
| All | +1,535.6% | +862.5% | +673.1% | +851.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling