+41.6%
TXN vs CAG
-13.1%
+54.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.7% |
| 7D | -0.1% | -3.8% | +3.7% | -0.5% |
| 30D | -6.9% | +3.1% | -10.1% | -6.6% |
| 3M | -14.9% | +23.5% | -38.4% | -13.4% |
| 6M | +29.0% | -14.8% | +43.8% | +34.0% |
| YTD | +51.5% | -5.4% | +56.9% | +55.4% |
| 1Y | +41.6% | -11.8% | +53.4% | +44.2% |
| All | +41.6% | -13.1% | +54.6% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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