+99.7%
TXN vs GFS
+15.5%
+84.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | +1.8% |
| 7D | +1.0% | -12.5% | +13.5% | +5.7% |
| 30D | +6.1% | -16.9% | +23.1% | +12.7% |
| 3M | +10.4% | -22.3% | +32.6% | +19.4% |
| 6M | +12.6% | -40.2% | +52.8% | +35.5% |
| YTD | +83.5% | +16.0% | +67.5% | +72.4% |
| 1Y | +99.7% | +17.7% | +82.1% | +83.9% |
| All | +99.7% | +15.5% | +84.2% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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