+20,389.3%
TXN vs TFC
+2,596.5%
+17,792.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -0.1% | +2.4% | -2.5% | -0.9% |
| 30D | -6.9% | -1.3% | -5.6% | -6.6% |
| 3M | -14.9% | +6.1% | -21.0% | -17.0% |
| 6M | +29.0% | +7.3% | +21.7% | +25.4% |
| YTD | +51.5% | +8.2% | +43.3% | +46.7% |
| 1Y | +41.6% | +14.4% | +27.1% | +34.3% |
| 3Y | +65.8% | +93.7% | -27.9% | +31.0% |
| 5Y | +56.8% | +16.4% | +40.4% | +42.5% |
| 10Y | +387.5% | +101.6% | +285.9% | +247.1% |
| All | +20,389.3% | +2,596.5% | +17,792.9% | +8,951.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling