+419.8%
TXN vs CAH
+294.8%
+125.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.0% |
| 7D | +4.0% | -5.1% | +9.1% | +5.4% |
| 30D | -2.9% | +0.2% | -3.0% | -3.0% |
| 3M | -9.1% | +6.3% | -15.4% | -11.0% |
| 6M | +36.6% | +9.4% | +27.2% | +32.4% |
| YTD | +57.5% | +15.0% | +42.5% | +50.1% |
| 1Y | +49.5% | +55.4% | -5.9% | +29.7% |
| 3Y | +76.5% | +173.8% | -97.3% | +26.7% |
| 5Y | +62.4% | +395.2% | -332.8% | -5.4% |
| All | +419.8% | +294.8% | +125.0% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling