+56.4%
TXN vs FND
-62.8%
+119.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | +2.0% | -5.1% | +7.0% | +3.4% |
| 30D | -8.0% | -22.5% | +14.6% | -1.3% |
| 3M | -7.8% | -5.0% | -2.7% | -7.4% |
| 6M | +32.4% | -21.5% | +53.9% | +39.3% |
| YTD | +51.7% | -23.0% | +74.7% | +59.0% |
| 1Y | +44.3% | -44.9% | +89.2% | +66.7% |
| 3Y | +71.3% | -50.0% | +121.3% | +94.3% |
| 5Y | +56.4% | -63.3% | +119.8% | +80.4% |
| All | +56.4% | -62.8% | +119.2% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling