+415.7%
TXN vs CB
+219.8%
+195.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | -6.7% | -3.1% | -3.7% | -5.8% |
| 3M | -8.9% | +4.2% | -13.1% | -11.3% |
| 6M | +34.7% | +4.7% | +30.0% | +30.7% |
| YTD | +53.3% | +8.8% | +44.5% | +46.1% |
| 1Y | +45.0% | +22.6% | +22.4% | +31.1% |
| 3Y | +73.1% | +70.6% | +2.5% | +33.8% |
| 5Y | +59.9% | +99.4% | -39.5% | +13.0% |
| 10Y | +415.7% | +223.5% | +192.2% | +182.9% |
| All | +415.7% | +219.8% | +195.9% | +182.9% |
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