+393.3%
TXN vs FN
+882.3%
-489.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.4% |
| 7D | +2.2% | +3.5% | -1.3% | +1.2% |
| 30D | -9.5% | -26.0% | +16.5% | -2.4% |
| 3M | -10.5% | -33.3% | +22.7% | -1.5% |
| 6M | +35.4% | -14.9% | +50.3% | +36.8% |
| YTD | +51.8% | -8.6% | +60.3% | +47.6% |
| 1Y | +42.9% | +12.3% | +30.6% | +29.1% |
| 3Y | +71.3% | +174.4% | -103.1% | +7.6% |
| 5Y | +58.0% | +296.4% | -238.4% | -16.7% |
| 10Y | +393.3% | +890.0% | -496.8% | +90.5% |
| All | +393.3% | +882.3% | -489.1% | +90.5% |
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