+59.6%
TXN vs CBOE
+136.7%
-77.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.2% | +6.1% | +3.8% |
| 7D | +4.0% | -5.8% | +9.8% | +4.0% |
| 30D | -2.9% | -3.1% | +0.3% | -2.8% |
| 3M | -9.1% | -4.8% | -4.3% | -9.1% |
| 6M | +36.6% | -0.6% | +37.2% | +37.0% |
| YTD | +57.5% | +12.8% | +44.7% | +57.2% |
| 1Y | +49.5% | +19.8% | +29.8% | +48.7% |
| 3Y | +76.5% | +86.9% | -10.4% | +58.9% |
| All | +59.6% | +136.7% | -77.1% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 5y: compounded portfolio wealth divided by compounded CBOE 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…
5y analysis · Full analysis span regression · 6 months rolling