+48.8%
TXN vs FRMI
-78.0%
+126.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.2% |
| 7D | +2.7% | +15.9% | -13.3% | +1.8% |
| 30D | -6.7% | -6.0% | -0.8% | -6.7% |
| 3M | -8.9% | -1.6% | -7.3% | -9.4% |
| 6M | +34.7% | -30.7% | +65.4% | +34.5% |
| YTD | +53.3% | -30.9% | +84.2% | +53.7% |
| All | +48.8% | -78.0% | +126.8% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling