+1,233.4%
TXN vs FTI
+2,117.5%
-884.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | -9.5% | +12.3% | -21.8% | -12.4% |
| 3M | -10.5% | +13.8% | -24.3% | -13.8% |
| 6M | +35.4% | +24.3% | +11.1% | +27.1% |
| YTD | +51.8% | +75.8% | -24.0% | +29.7% |
| 1Y | +42.9% | +99.6% | -56.7% | +17.7% |
| 3Y | +71.3% | +278.4% | -207.1% | +16.0% |
| 5Y | +58.0% | +1,168.7% | -1,110.7% | -27.4% |
| 10Y | +393.3% | +297.5% | +95.7% | +166.8% |
| All | +1,233.4% | +2,117.5% | -884.0% | +163.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling