+44.3%
TXN vs FLEX
+90.6%
-46.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.1% | 0.0% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -8.0% | -11.8% | +3.8% | -5.1% |
| 3M | -7.8% | -22.6% | +14.8% | -1.9% |
| 6M | +32.4% | +77.3% | -44.9% | +16.9% |
| YTD | +51.7% | +78.8% | -27.1% | +32.8% |
| 1Y | +44.3% | +86.1% | -41.8% | +22.5% |
| All | +44.3% | +90.6% | -46.3% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling