+56.4%
TXN vs FTI
+1,109.5%
-1,053.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.4% |
| 7D | +2.0% | -5.6% | +7.6% | +3.2% |
| 30D | -8.0% | +0.4% | -8.4% | -8.1% |
| 3M | -7.8% | +8.1% | -15.9% | -9.5% |
| 6M | +32.4% | +16.7% | +15.7% | +27.5% |
| YTD | +51.7% | +70.0% | -18.3% | +34.6% |
| 1Y | +44.3% | +85.4% | -41.1% | +25.4% |
| 3Y | +71.3% | +265.9% | -194.7% | +27.6% |
| 5Y | +56.4% | +1,072.7% | -1,016.3% | -8.8% |
| All | +56.4% | +1,109.5% | -1,053.1% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling