+419.8%
TXN vs FTV
+80.7%
+339.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.6% |
| 7D | +4.0% | -4.0% | +7.9% | +6.4% |
| 30D | -2.9% | -11.0% | +8.2% | +3.9% |
| 3M | -9.1% | -8.4% | -0.7% | -4.8% |
| 6M | +36.6% | -2.6% | +39.2% | +37.5% |
| YTD | +57.5% | -0.6% | +58.1% | +54.8% |
| 1Y | +49.5% | +11.0% | +38.6% | +37.1% |
| 3Y | +76.5% | -6.3% | +82.9% | +77.3% |
| 5Y | +62.4% | -1.5% | +63.9% | +56.1% |
| All | +419.8% | +80.7% | +339.1% | +283.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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