+49.5%
TXN vs USFR
+4.1%
+45.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +5.6% |
| 7D | +4.0% | +0.1% | +3.8% | +7.4% |
| 30D | -2.9% | +0.4% | -3.2% | +6.8% |
| 3M | -9.1% | +1.0% | -10.1% | +21.5% |
| 6M | +36.6% | +2.0% | +34.6% | +105.6% |
| YTD | +57.5% | +2.8% | +54.7% | +143.5% |
| 1Y | +49.5% | +4.1% | +45.4% | +155.8% |
| All | +49.5% | +4.1% | +45.4% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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