+11.8%
CRM vs TXN
+75.8%
-64.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +1.7% |
| 7D | -4.4% | +4.0% | -8.4% | -4.7% |
| 30D | +28.1% | -2.9% | +31.0% | +28.3% |
| 3M | +48.8% | -9.1% | +57.9% | +49.0% |
| 6M | +28.3% | +36.6% | -8.4% | +16.1% |
| YTD | -6.0% | +57.5% | -63.5% | -19.6% |
| 1Y | +1.4% | +49.5% | -48.1% | -11.9% |
| 3Y | +11.8% | +76.5% | -64.7% | -11.4% |
| All | +11.8% | +75.8% | -64.0% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling