+49.5%
TXN vs FTV
+14.7%
+34.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +4.0% | -4.0% | +7.9% | +5.2% |
| 30D | -2.9% | -11.0% | +8.2% | +0.6% |
| 3M | -9.1% | -8.4% | -0.7% | -6.8% |
| 6M | +36.6% | -2.6% | +39.2% | +37.1% |
| YTD | +57.5% | -0.6% | +58.1% | +55.5% |
| 1Y | +49.5% | +11.0% | +38.6% | +40.4% |
| All | +49.5% | +14.7% | +34.8% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling