+49.5%
TXN vs TFC
+16.6%
+33.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +4.0% | -2.4% | +6.4% | +4.9% |
| 30D | -2.9% | -3.4% | +0.5% | -1.6% |
| 3M | -9.1% | +0.4% | -9.5% | -9.8% |
| 6M | +36.6% | +12.7% | +24.0% | +27.8% |
| YTD | +57.5% | +5.6% | +51.9% | +49.5% |
| 1Y | +49.5% | +16.0% | +33.5% | +35.1% |
| All | +49.5% | +16.6% | +33.0% | +35.1% |
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