+12,120.9%
TXN vs CB
+6,559.4%
+5,561.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.5% |
| 7D | -0.1% | +0.5% | -0.6% | -0.3% |
| 30D | -6.9% | -3.1% | -3.8% | -6.0% |
| 3M | -14.9% | +9.0% | -23.9% | -18.2% |
| 6M | +29.0% | +2.9% | +26.1% | +26.5% |
| YTD | +51.5% | +10.1% | +41.4% | +44.8% |
| 1Y | +41.6% | +22.8% | +18.8% | +29.9% |
| 3Y | +65.8% | +73.8% | -8.0% | +33.4% |
| 5Y | +56.8% | +99.2% | -42.4% | +19.0% |
| 10Y | +387.5% | +218.2% | +169.2% | +206.0% |
| All | +12,120.9% | +6,559.4% | +5,561.4% | +3,009.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling