+1,543.3%
TXN vs FN
+3,620.5%
-2,077.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.1% |
| 7D | -0.1% | -1.7% | +1.6% | +0.3% |
| 30D | -6.9% | -22.0% | +15.0% | -2.1% |
| 3M | -14.9% | -43.0% | +28.1% | -4.5% |
| 6M | +29.0% | -27.7% | +56.7% | +35.3% |
| YTD | +51.5% | -10.5% | +62.0% | +49.5% |
| 1Y | +41.6% | +12.5% | +29.1% | +31.2% |
| 3Y | +65.8% | +153.8% | -88.0% | +19.9% |
| 5Y | +56.8% | +288.0% | -231.2% | -0.4% |
| 10Y | +387.5% | +906.4% | -519.0% | +147.7% |
| All | +1,543.3% | +3,620.5% | -2,077.3% | +576.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling