+4,554.9%
TXN vs FIX
+8,590.7%
-4,035.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +9.4% | -2.8% | +4.5% |
| 7D | -2.1% | -7.2% | +5.2% | -0.7% |
| 30D | +4.7% | -35.1% | +39.8% | +14.8% |
| 3M | +3.9% | -34.3% | +38.1% | +13.3% |
| 6M | +3.8% | -42.9% | +46.7% | +16.7% |
| YTD | +74.2% | +19.5% | +54.7% | +65.1% |
| 1Y | +88.2% | +16.8% | +71.4% | +78.7% |
| 3Y | +124.0% | +506.7% | -382.7% | +39.1% |
| 5Y | +78.4% | +1,046.7% | -968.3% | -5.4% |
| 10Y | +455.6% | +3,800.0% | -3,344.4% | +116.6% |
| All | +4,554.9% | +8,590.7% | -4,035.8% | +1,019.7% |
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