+76.5%
TXN vs CAH
+176.8%
-100.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +3.9% |
| 7D | +4.0% | -5.1% | +9.1% | +4.3% |
| 30D | -2.9% | +0.2% | -3.0% | -2.9% |
| 3M | -9.1% | +6.3% | -15.4% | -9.7% |
| 6M | +36.6% | +9.4% | +27.2% | +35.2% |
| YTD | +57.5% | +15.0% | +42.5% | +55.0% |
| 1Y | +49.5% | +55.4% | -5.9% | +41.6% |
| 3Y | +76.5% | +173.8% | -97.3% | +57.2% |
| All | +76.5% | +176.8% | -100.2% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling