+94.1%
TXN vs FN
-18.6%
+112.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.8% | +1.7% |
| 7D | -0.5% | +8.0% | -8.6% | -2.5% |
| 30D | +10.5% | -19.1% | +29.6% | +14.7% |
| 3M | +10.7% | -29.8% | +40.5% | +17.4% |
| 6M | +5.1% | -43.2% | +48.3% | +15.2% |
| YTD | +82.5% | -18.9% | +101.4% | +90.8% |
| All | +94.1% | -18.6% | +112.7% | +103.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling