+312.9%
TXN vs FND
+58.4%
+254.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +1.4% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | -9.5% | -23.6% | +14.1% | -2.8% |
| 3M | -10.5% | +4.3% | -14.9% | -12.6% |
| 6M | +35.4% | -20.3% | +55.6% | +41.5% |
| YTD | +51.8% | -21.3% | +73.1% | +58.0% |
| 1Y | +42.9% | -45.4% | +88.3% | +64.3% |
| 3Y | +71.3% | -48.9% | +120.2% | +93.2% |
| 5Y | +58.0% | -61.0% | +119.0% | +82.9% |
| All | +312.9% | +58.4% | +254.5% | +222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling