+458.6%
TXN vs FTV
+89.3%
+369.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.6% |
| 7D | +2.2% | -0.4% | +2.6% | +2.4% |
| 30D | -9.5% | -8.3% | -1.2% | -4.9% |
| 3M | -10.5% | -7.4% | -3.1% | -7.0% |
| 6M | +35.4% | -1.2% | +36.6% | +35.1% |
| YTD | +51.8% | +2.7% | +49.1% | +46.5% |
| 1Y | +42.9% | +18.4% | +24.5% | +26.1% |
| 3Y | +71.3% | -2.0% | +73.4% | +67.7% |
| 5Y | +58.0% | +3.4% | +54.6% | +47.8% |
| 10Y | +393.3% | +78.5% | +314.8% | +259.4% |
| All | +458.6% | +89.3% | +369.2% | +301.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling