+32.4%
TXN vs FRMI
-33.0%
+65.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.8% |
| 7D | +2.0% | +10.9% | -8.9% | +1.0% |
| 30D | -8.0% | -24.3% | +16.3% | -6.1% |
| 3M | -7.8% | -21.8% | +14.0% | -7.0% |
| 6M | +32.4% | -33.0% | +65.5% | +35.8% |
| All | +32.4% | -33.0% | +65.4% | +35.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling