+4,630.3%
TXN vs FIX
+8,533.7%
-3,903.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -3.8% | -13.9% | +10.1% | -0.7% |
| 30D | +6.4% | -35.5% | +42.0% | +16.9% |
| 3M | +7.7% | -33.9% | +41.6% | +17.4% |
| 6M | +5.5% | -43.3% | +48.8% | +18.8% |
| YTD | +77.0% | +18.7% | +58.3% | +68.0% |
| 1Y | +91.2% | +13.8% | +77.5% | +82.6% |
| 3Y | +121.5% | +495.0% | -373.4% | +38.2% |
| 5Y | +84.9% | +1,049.0% | -964.1% | -2.0% |
| 10Y | +469.9% | +3,644.4% | -3,174.5% | +124.1% |
| All | +4,630.3% | +8,533.7% | -3,903.4% | +1,039.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling