+3,948.2%
TXN vs FIX
+12,471.5%
-8,523.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.4% |
| 7D | -0.1% | +6.0% | -6.1% | -1.4% |
| 30D | -6.9% | -7.2% | +0.3% | -5.4% |
| 3M | -14.9% | -15.9% | +0.9% | -11.8% |
| 6M | +29.0% | +12.7% | +16.3% | +25.1% |
| YTD | +51.5% | +72.8% | -21.3% | +33.0% |
| 1Y | +41.6% | +122.9% | -81.3% | +16.1% |
| 3Y | +65.8% | +774.3% | -708.5% | -4.9% |
| 5Y | +56.8% | +2,049.5% | -1,992.7% | -27.4% |
| 10Y | +387.5% | +5,821.5% | -5,434.0% | +73.7% |
| All | +3,948.2% | +12,471.5% | -8,523.3% | +801.9% |
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