+20,427.4%
TXN vs CAG
+594.9%
+19,832.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +2.2% | -5.3% | +7.5% | +3.3% |
| 30D | -9.5% | +1.0% | -10.5% | -9.8% |
| 3M | -10.5% | +17.4% | -27.9% | -14.1% |
| 6M | +35.4% | -16.8% | +52.2% | +39.6% |
| YTD | +51.8% | -6.8% | +58.5% | +52.3% |
| 1Y | +42.9% | -15.4% | +58.3% | +46.3% |
| 3Y | +71.3% | -37.1% | +108.4% | +84.9% |
| 5Y | +58.0% | -41.3% | +99.3% | +71.3% |
| 10Y | +393.3% | -35.5% | +428.7% | +402.5% |
| All | +20,427.4% | +594.9% | +19,832.5% | +9,273.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling