+460.8%
TXN vs FIX
+3,749.1%
-3,288.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +9.4% | -2.8% | +3.8% |
| 7D | -2.1% | -7.2% | +5.2% | -0.3% |
| 30D | +4.7% | -35.1% | +39.8% | +18.0% |
| 3M | +3.9% | -34.3% | +38.1% | +16.2% |
| 6M | +3.8% | -42.9% | +46.7% | +20.7% |
| YTD | +74.2% | +19.5% | +54.7% | +62.8% |
| 1Y | +88.2% | +16.8% | +71.4% | +76.2% |
| 3Y | +124.0% | +506.7% | -382.7% | +14.2% |
| 5Y | +78.4% | +1,046.7% | -968.3% | -29.2% |
| All | +460.8% | +3,749.1% | -3,288.3% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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