+455.6%
TXN vs FN
+837.6%
-382.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +11.9% | -5.2% | +3.3% |
| 7D | -2.1% | +16.3% | -18.4% | -6.6% |
| 30D | +4.7% | -24.7% | +29.5% | +12.1% |
| 3M | +3.9% | -34.9% | +38.8% | +14.4% |
| 6M | +3.8% | -41.1% | +44.9% | +16.0% |
| YTD | +74.2% | -19.6% | +93.8% | +73.1% |
| 1Y | +88.2% | -18.5% | +106.7% | +84.6% |
| 3Y | +124.0% | +119.1% | +4.8% | +48.6% |
| 5Y | +78.4% | +206.9% | -128.6% | +0.6% |
| 10Y | +455.6% | +826.4% | -370.9% | +119.1% |
| All | +455.6% | +837.6% | -382.0% | +119.1% |
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