+56.4%
TXN vs CAG
-42.8%
+99.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | -0.9% |
| 7D | +2.0% | -5.9% | +7.9% | +2.2% |
| 30D | -8.0% | -1.5% | -6.4% | -8.0% |
| 3M | -7.8% | +11.5% | -19.2% | -8.5% |
| 6M | +32.4% | -15.7% | +48.1% | +35.1% |
| YTD | +51.7% | -10.2% | +61.9% | +53.4% |
| 1Y | +44.3% | -18.1% | +62.4% | +47.3% |
| 3Y | +71.3% | -39.4% | +110.7% | +79.1% |
| 5Y | +56.4% | -42.6% | +99.0% | +67.3% |
| All | +56.4% | -42.8% | +99.2% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling