+21,202.8%
TXN vs GFI
+650.5%
+20,552.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +3.9% |
| 7D | +4.0% | -4.9% | +8.8% | +4.2% |
| 30D | -2.9% | +10.7% | -13.6% | -3.3% |
| 3M | -9.1% | +25.6% | -34.7% | -10.1% |
| 6M | +36.6% | -8.3% | +44.9% | +36.7% |
| YTD | +57.5% | +6.3% | +51.2% | +56.5% |
| 1Y | +49.5% | +22.1% | +27.5% | +47.6% |
| 3Y | +76.5% | +289.2% | -212.6% | +65.3% |
| 5Y | +62.4% | +531.7% | -469.3% | +48.0% |
| 10Y | +429.7% | +1,043.8% | -614.1% | +362.4% |
| All | +21,202.8% | +650.5% | +20,552.3% | +17,713.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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