+419.8%
TXN vs CCL
-41.3%
+461.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.6% |
| 7D | +4.0% | -3.2% | +7.2% | +4.7% |
| 30D | -2.9% | -17.8% | +14.9% | +1.0% |
| 3M | -9.1% | -18.7% | +9.6% | -5.5% |
| 6M | +36.6% | -11.4% | +48.0% | +38.9% |
| YTD | +57.5% | -24.3% | +81.8% | +64.5% |
| 1Y | +49.5% | -28.8% | +78.3% | +57.5% |
| 3Y | +76.5% | +49.3% | +27.2% | +57.2% |
| 5Y | +62.4% | +1.6% | +60.8% | +45.3% |
| All | +419.8% | -41.3% | +461.0% | +437.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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