+59.6%
TXN vs FLR
+238.1%
-178.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.5% |
| 7D | +4.0% | -3.5% | +7.5% | +4.8% |
| 30D | -2.9% | +4.2% | -7.0% | -3.9% |
| 3M | -9.1% | +8.1% | -17.2% | -11.1% |
| 6M | +36.6% | +21.5% | +15.1% | +29.3% |
| YTD | +57.5% | +36.8% | +20.7% | +44.7% |
| 1Y | +49.5% | +31.2% | +18.3% | +38.1% |
| 3Y | +76.5% | +53.9% | +22.7% | +48.3% |
| All | +59.6% | +238.1% | -178.5% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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