+65.9%
TXN vs FIX
+933.9%
-868.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -1.8% |
| 7D | -7.8% | -17.5% | +9.7% | -3.3% |
| 30D | -3.6% | -41.6% | +38.0% | +10.7% |
| 3M | +0.1% | -40.6% | +40.7% | +14.1% |
| 6M | -3.2% | -49.4% | +46.2% | +14.7% |
| YTD | +63.4% | +9.2% | +54.2% | +60.2% |
| 1Y | +75.6% | +6.5% | +69.2% | +72.6% |
| 3Y | +104.0% | +448.7% | -344.7% | +14.3% |
| All | +65.9% | +933.9% | -868.0% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling