+238.9%
CRM vs TXN
+432.6%
-193.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +0.4% |
| 7D | -4.4% | +4.0% | -8.4% | -6.0% |
| 30D | +28.1% | -2.9% | +31.0% | +29.4% |
| 3M | +48.8% | -9.1% | +57.9% | +51.4% |
| 6M | +28.3% | +36.6% | -8.4% | +1.8% |
| YTD | -6.0% | +57.5% | -63.5% | -32.0% |
| 1Y | +1.4% | +49.5% | -48.1% | -24.9% |
| 3Y | +11.8% | +76.5% | -64.7% | -30.1% |
| 5Y | -2.0% | +62.4% | -64.4% | -36.1% |
| All | +238.9% | +432.6% | -193.7% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 10y: compounded portfolio wealth divided by compounded TXN 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…
10y analysis · Full analysis span regression · 6 months rolling