+1,879.5%
TXN vs FN
+3,270.0%
-1,390.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.0% |
| 3M | +10.7% | -29.8% | +40.5% | +17.9% |
| 6M | +5.1% | -43.2% | +48.3% | +16.3% |
| YTD | +82.5% | -18.9% | +101.4% | +82.1% |
| 1Y | +98.2% | -17.9% | +116.1% | +95.9% |
| 3Y | +128.4% | +120.1% | +8.3% | +69.0% |
| 5Y | +89.0% | +206.7% | -117.7% | +25.5% |
| 10Y | +481.5% | +804.7% | -323.1% | +199.6% |
| All | +1,879.5% | +3,270.0% | -1,390.4% | +723.9% |
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