+1,046.3%
TXN vs FLR
+587.1%
+459.2%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.8% |
| 7D | +2.7% | -3.1% | +5.8% | +3.4% |
| 30D | -6.7% | +4.9% | -11.7% | -7.9% |
| 3M | -8.9% | +10.8% | -19.7% | -11.6% |
| 6M | +34.7% | +19.7% | +15.0% | +27.5% |
| YTD | +53.3% | +38.4% | +15.0% | +39.7% |
| 1Y | +45.0% | +34.7% | +10.4% | +32.4% |
| 3Y | +73.1% | +56.7% | +16.5% | +45.8% |
| 5Y | +59.9% | +241.6% | -181.7% | +7.4% |
| 10Y | +415.7% | +20.2% | +395.5% | +276.0% |
| All | +1,046.3% | +587.1% | +459.2% | +221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling