+99.7%
TXN vs TFC
+20.8%
+78.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -1.3% |
| 7D | +1.0% | +5.1% | -4.0% | -0.7% |
| 30D | +6.1% | +9.8% | -3.7% | +2.6% |
| 3M | +10.4% | -2.4% | +12.8% | +11.4% |
| 6M | +12.6% | +4.9% | +7.6% | +9.1% |
| YTD | +83.5% | +6.6% | +76.9% | +70.0% |
| 1Y | +99.7% | +21.3% | +78.4% | +60.9% |
| All | +99.7% | +20.8% | +78.9% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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