+84.6%
TXN vs TFC
+1.3%
+83.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.1% | -3.3% |
| 7D | +9.5% | +2.3% | +7.2% | +8.5% |
| 30D | +8.7% | +10.8% | -2.1% | +4.2% |
| 3M | +11.6% | -3.8% | +15.3% | +13.2% |
| 6M | +0.1% | +9.6% | -9.5% | -4.4% |
| YTD | +78.8% | +5.8% | +73.0% | +73.0% |
| 1Y | +91.2% | +16.2% | +75.0% | +77.8% |
| 3Y | +125.8% | +96.0% | +29.8% | +73.0% |
| All | +84.6% | +1.3% | +83.4% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling