+52.2%
TXN vs FRSH
-72.6%
+124.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +2.0% | -11.2% | +13.1% | +3.6% |
| 30D | -8.0% | -0.8% | -7.1% | -8.1% |
| 3M | -7.8% | +26.4% | -34.2% | -11.5% |
| 6M | +32.4% | +48.4% | -16.0% | +22.5% |
| YTD | +51.7% | -3.1% | +54.8% | +50.3% |
| 1Y | +44.3% | -8.7% | +53.0% | +44.4% |
| 3Y | +71.3% | -45.8% | +117.1% | +82.0% |
| All | +52.2% | -72.6% | +124.8% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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