+787.9%
TXN vs USFR
+27.6%
+760.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | -9.5% | +0.3% | -9.8% | -9.6% |
| 3M | -10.5% | +1.0% | -11.5% | -10.8% |
| 6M | +35.4% | +1.9% | +33.4% | +34.6% |
| YTD | +51.8% | +2.7% | +49.1% | +50.6% |
| 1Y | +42.9% | +4.0% | +38.9% | +41.2% |
| 3Y | +71.3% | +14.0% | +57.3% | +64.5% |
| 5Y | +58.0% | +20.4% | +37.6% | +48.8% |
| 10Y | +393.3% | +28.1% | +365.2% | +354.8% |
| All | +787.9% | +27.6% | +760.4% | +714.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling