+71.9%
TXN vs FTV
-3.3%
+75.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.7% |
| 7D | +2.7% | -1.3% | +3.9% | +3.4% |
| 30D | -6.7% | -9.5% | +2.8% | -1.5% |
| 3M | -8.9% | -10.9% | +2.0% | -3.3% |
| 6M | +34.7% | -0.6% | +35.3% | +33.6% |
| YTD | +53.3% | +1.4% | +51.9% | +48.3% |
| 1Y | +45.0% | +17.6% | +27.4% | +26.1% |
| All | +71.9% | -3.3% | +75.2% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling