+52.8%
TXN vs FRMI
-78.1%
+130.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.7% |
| 7D | +4.0% | +7.4% | -3.5% | +3.6% |
| 30D | -2.9% | -27.6% | +24.8% | -1.5% |
| 3M | -9.1% | -20.9% | +11.8% | -8.7% |
| 6M | +36.6% | -36.6% | +73.2% | +36.6% |
| YTD | +57.5% | -31.3% | +88.7% | +57.9% |
| All | +52.8% | -78.1% | +130.9% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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