+99.7%
TXN vs CAI
+12.6%
+87.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +1.0% | -6.3% | +7.3% | +1.3% |
| 30D | +6.1% | +9.3% | -3.2% | +5.8% |
| 3M | +10.4% | +106.3% | -96.0% | +6.2% |
| 6M | +12.6% | +77.7% | -65.2% | +9.4% |
| YTD | +83.5% | +23.1% | +60.3% | +86.3% |
| 1Y | +99.7% | +6.5% | +93.2% | +105.5% |
| All | +99.7% | +12.6% | +87.1% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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