+205.2%
TXN vs CARR
+414.1%
-208.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.3% |
| 7D | +2.0% | -4.1% | +6.1% | +3.3% |
| 30D | -8.0% | -11.0% | +3.0% | -4.5% |
| 3M | -7.8% | -16.4% | +8.6% | -2.4% |
| 6M | +32.4% | -2.4% | +34.8% | +33.0% |
| YTD | +51.7% | +8.4% | +43.3% | +47.5% |
| 1Y | +44.3% | -8.0% | +52.3% | +47.1% |
| 3Y | +71.3% | +0.6% | +70.7% | +67.6% |
| 5Y | +56.4% | +7.7% | +48.7% | +44.6% |
| All | +205.2% | +414.1% | -208.8% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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