-0.8%
CRM vs TXN
+60.4%
-61.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +0.9% |
| 7D | -4.4% | +4.0% | -8.4% | -5.5% |
| 30D | +28.1% | -2.9% | +31.0% | +28.9% |
| 3M | +48.8% | -9.1% | +57.9% | +50.4% |
| 6M | +28.3% | +36.6% | -8.4% | +6.5% |
| YTD | -6.0% | +57.5% | -63.5% | -28.3% |
| 1Y | +1.4% | +49.5% | -48.1% | -20.9% |
| 3Y | +11.8% | +76.5% | -64.7% | -27.8% |
| All | -0.8% | +60.4% | -61.3% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling