+64.8%
TXN vs GFS
0.0%
+64.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.7% | +3.0% |
| 7D | +4.0% | +3.8% | +0.1% | +2.5% |
| 30D | -2.9% | -11.7% | +8.9% | +1.8% |
| 3M | -9.1% | -41.8% | +32.7% | +10.9% |
| 6M | +36.6% | +6.6% | +30.0% | +31.4% |
| YTD | +57.5% | +34.6% | +22.8% | +36.0% |
| 1Y | +49.5% | +46.2% | +3.4% | +24.5% |
| 3Y | +76.5% | -20.3% | +96.9% | +76.1% |
| All | +64.8% | 0.0% | +64.8% | +55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling