+419.8%
TXN vs FTI
+305.3%
+114.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.6% |
| 7D | +4.0% | -4.4% | +8.4% | +5.0% |
| 30D | -2.9% | +1.5% | -4.3% | -3.2% |
| 3M | -9.1% | +8.2% | -17.3% | -10.8% |
| 6M | +36.6% | +18.8% | +17.8% | +31.2% |
| YTD | +57.5% | +71.7% | -14.2% | +39.7% |
| 1Y | +49.5% | +90.0% | -40.5% | +29.5% |
| 3Y | +76.5% | +270.5% | -193.9% | +30.6% |
| 5Y | +62.4% | +1,084.5% | -1,022.2% | -9.4% |
| All | +419.8% | +305.3% | +114.5% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling