+70.1%
TXN vs FND
-50.8%
+120.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | +2.0% | -5.1% | +7.0% | +3.3% |
| 30D | -8.0% | -22.5% | +14.6% | -1.9% |
| 3M | -7.8% | -5.0% | -2.7% | -7.5% |
| 6M | +32.4% | -21.5% | +53.9% | +39.0% |
| YTD | +51.7% | -23.0% | +74.7% | +58.3% |
| 1Y | +44.3% | -44.9% | +89.2% | +66.0% |
| All | +70.1% | -50.8% | +120.8% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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