+666.3%
TXN vs FWONK
+276.9%
+389.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.7% | +3.8% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | -2.9% | -7.7% | +4.9% | -0.6% |
| 3M | -9.1% | +5.7% | -14.8% | -11.0% |
| 6M | +36.6% | +13.5% | +23.2% | +30.7% |
| YTD | +57.5% | -3.0% | +60.4% | +57.4% |
| 1Y | +49.5% | -6.4% | +55.9% | +50.9% |
| 3Y | +76.5% | +43.8% | +32.7% | +53.9% |
| 5Y | +62.4% | +98.6% | -36.2% | +26.9% |
| 10Y | +429.7% | +340.0% | +89.7% | +214.3% |
| All | +666.3% | +276.9% | +389.4% | +330.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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