+71.9%
TXN vs TFC
+91.9%
-20.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +2.7% | -1.3% | +4.0% | +3.3% |
| 30D | -6.7% | -2.3% | -4.4% | -5.7% |
| 3M | -8.9% | +2.5% | -11.4% | -10.8% |
| 6M | +34.7% | +9.5% | +25.2% | +26.9% |
| YTD | +53.3% | +5.1% | +48.3% | +47.2% |
| 1Y | +45.0% | +15.5% | +29.6% | +31.7% |
| All | +71.9% | +91.9% | -20.0% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling