+49.5%
TXN vs CAG
-18.8%
+68.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +3.7% |
| 7D | +4.0% | -5.7% | +9.7% | +3.2% |
| 30D | -2.9% | -2.4% | -0.4% | -3.1% |
| 3M | -9.1% | +9.8% | -18.9% | -7.9% |
| 6M | +36.6% | -10.8% | +47.5% | +40.6% |
| YTD | +57.5% | -10.8% | +68.3% | +60.4% |
| 1Y | +49.5% | -19.0% | +68.5% | +51.1% |
| All | +49.5% | -18.8% | +68.3% | +51.1% |
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