+132.4%
TXN vs FN
+111.9%
+20.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.9% |
| 7D | +12.3% | +20.8% | -8.4% | +7.0% |
| 30D | +9.1% | -17.3% | +26.4% | +13.0% |
| 3M | +13.5% | -38.1% | +51.7% | +24.7% |
| 6M | +6.9% | -44.2% | +51.2% | +18.9% |
| YTD | +84.0% | -22.3% | +106.3% | +86.0% |
| 1Y | +95.8% | -20.9% | +116.7% | +95.7% |
| All | +132.4% | +111.9% | +20.6% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling