+59.9%
TXN vs FLEX
+717.1%
-657.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.5% |
| 7D | +2.7% | +6.4% | -3.7% | +0.4% |
| 30D | -6.7% | -5.9% | -0.9% | -4.9% |
| 3M | -8.9% | -23.5% | +14.6% | -0.9% |
| 6M | +34.7% | +83.7% | -49.0% | +2.4% |
| YTD | +53.3% | +86.5% | -33.2% | +14.6% |
| 1Y | +45.0% | +100.5% | -55.5% | +3.8% |
| 3Y | +73.1% | +469.8% | -396.7% | -25.9% |
| 5Y | +59.9% | +725.7% | -665.7% | -44.4% |
| All | +59.9% | +717.1% | -657.2% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling