+71.9%
TXN vs FLEX
+465.7%
-393.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.5% |
| 7D | +2.7% | +6.4% | -3.7% | +0.6% |
| 30D | -6.7% | -5.9% | -0.9% | -5.1% |
| 3M | -8.9% | -23.5% | +14.6% | -1.7% |
| 6M | +34.7% | +83.7% | -49.0% | +6.2% |
| YTD | +53.3% | +86.5% | -33.2% | +19.0% |
| 1Y | +45.0% | +100.5% | -55.5% | +8.0% |
| All | +71.9% | +465.7% | -393.9% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling