+1,455.9%
TXN vs CBOE
+1,020.3%
+435.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +2.7% | -0.8% | +3.4% | +2.8% |
| 30D | -6.7% | +2.7% | -9.4% | -7.5% |
| 3M | -8.9% | +0.7% | -9.6% | -9.7% |
| 6M | +34.7% | -2.0% | +36.7% | +33.6% |
| YTD | +53.3% | +17.1% | +36.2% | +44.8% |
| 1Y | +45.0% | +26.5% | +18.5% | +34.0% |
| 3Y | +73.1% | +96.1% | -23.0% | +37.0% |
| 5Y | +59.9% | +149.3% | -89.4% | +15.7% |
| 10Y | +415.7% | +386.5% | +29.2% | +195.6% |
| All | +1,455.9% | +1,020.3% | +435.6% | +536.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling