+58.7%
TXN vs GFS
-2.1%
+60.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.0% | +3.2% | -1.2% | +0.8% |
| 30D | -8.0% | -9.6% | +1.6% | -4.5% |
| 3M | -7.8% | -38.5% | +30.7% | +10.3% |
| 6M | +32.4% | -1.3% | +33.7% | +30.9% |
| YTD | +51.7% | +31.8% | +19.9% | +32.1% |
| 1Y | +44.3% | +44.6% | -0.3% | +20.6% |
| 3Y | +71.3% | -20.6% | +91.9% | +71.2% |
| All | +58.7% | -2.1% | +60.8% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling