+70.1%
TXN vs GFS
-21.4%
+91.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.0% | +3.2% | -1.2% | +0.6% |
| 30D | -8.0% | -9.6% | +1.6% | -4.2% |
| 3M | -7.8% | -38.5% | +30.7% | +12.5% |
| 6M | +32.4% | -1.3% | +33.7% | +30.4% |
| YTD | +51.7% | +31.8% | +19.9% | +28.5% |
| 1Y | +44.3% | +44.6% | -0.3% | +16.2% |
| All | +70.1% | -21.4% | +91.5% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling