+485.1%
TXN vs FN
+763.2%
-278.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +2.0% |
| 7D | +12.3% | +20.8% | -8.4% | +6.2% |
| 30D | +9.1% | -17.3% | +26.4% | +13.8% |
| 3M | +13.5% | -38.1% | +51.7% | +26.9% |
| 6M | +6.9% | -44.2% | +51.2% | +21.2% |
| YTD | +84.0% | -22.3% | +106.3% | +84.4% |
| 1Y | +95.8% | -20.9% | +116.7% | +93.5% |
| 3Y | +130.3% | +111.1% | +19.3% | +54.3% |
| 5Y | +89.2% | +191.8% | -102.6% | +8.2% |
| All | +485.1% | +763.2% | -278.1% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling