+71.3%
TXN vs CB
+70.7%
+0.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | +2.2% | -0.6% | +2.8% | +2.2% |
| 30D | -9.5% | -3.9% | -5.6% | -9.5% |
| 3M | -10.5% | +4.9% | -15.4% | -11.5% |
| 6M | +35.4% | +3.3% | +32.1% | +34.2% |
| YTD | +51.8% | +8.5% | +43.2% | +49.0% |
| 1Y | +42.9% | +22.1% | +20.9% | +36.9% |
| 3Y | +71.3% | +70.1% | +1.2% | +66.3% |
| All | +71.3% | +70.7% | +0.7% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling