+468.5%
TXN vs FLEX
+608.2%
-139.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -1.4% |
| 7D | +9.5% | +7.5% | +2.0% | +6.6% |
| 30D | +8.7% | -25.3% | +34.0% | +19.1% |
| 3M | +11.6% | -39.7% | +51.3% | +31.1% |
| 6M | +0.1% | -47.9% | +48.0% | +22.7% |
| YTD | +78.8% | +24.1% | +54.7% | +52.1% |
| 1Y | +91.2% | +26.0% | +65.3% | +60.9% |
| 3Y | +125.8% | +282.7% | -156.9% | +17.9% |
| 5Y | +83.8% | +424.2% | -340.4% | -17.1% |
| All | +468.5% | +608.2% | -139.7% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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