+468.5%
TXN vs FIX
+3,564.5%
-3,096.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -2.4% |
| 7D | +9.5% | +9.4% | 0.0% | +6.5% |
| 30D | +8.7% | -27.8% | +36.5% | +18.6% |
| 3M | +11.6% | -35.6% | +47.1% | +25.6% |
| 6M | +0.1% | -45.2% | +45.3% | +17.8% |
| YTD | +78.8% | +19.5% | +59.3% | +67.1% |
| 1Y | +91.2% | +24.2% | +67.0% | +76.0% |
| 3Y | +125.8% | +494.2% | -368.3% | +16.0% |
| 5Y | +83.8% | +1,036.1% | -952.3% | -26.8% |
| All | +468.5% | +3,564.5% | -3,096.1% | +52.3% |
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