+410.4%
TXN vs FIX
+6,053.2%
-5,642.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.5% |
| 7D | +2.2% | +6.1% | -3.9% | +0.4% |
| 30D | -9.5% | -2.7% | -6.8% | -8.9% |
| 3M | -10.5% | -10.9% | +0.4% | -7.8% |
| 6M | +35.4% | +29.0% | +6.4% | +25.6% |
| YTD | +51.8% | +76.9% | -25.1% | +28.0% |
| 1Y | +42.9% | +130.7% | -87.8% | +10.1% |
| 3Y | +71.3% | +790.7% | -719.3% | -20.1% |
| 5Y | +58.0% | +2,185.6% | -2,127.6% | -47.6% |
| All | +410.4% | +6,053.2% | -5,642.8% | +28.2% |
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