+469.9%
TXN vs CB
+246.9%
+222.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | +0.1% | +1.1% |
| 7D | -3.8% | +0.7% | -4.5% | -4.1% |
| 30D | +6.4% | +8.2% | -1.7% | +3.4% |
| 3M | +7.7% | +6.3% | +1.4% | +5.1% |
| 6M | +5.5% | +16.2% | -10.7% | -1.7% |
| YTD | +77.0% | +19.3% | +57.7% | +62.9% |
| 1Y | +91.2% | +29.2% | +62.0% | +70.1% |
| 3Y | +121.5% | +71.4% | +50.1% | +72.2% |
| 5Y | +84.9% | +104.2% | -19.3% | +30.5% |
| 10Y | +469.9% | +246.7% | +223.2% | +220.2% |
| All | +469.9% | +246.9% | +222.9% | +220.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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