+99.7%
TXN vs CEG
-33.0%
+132.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.4% | +0.8% |
| 7D | +1.0% | -4.8% | +5.8% | +1.8% |
| 30D | +6.1% | -8.2% | +14.3% | +7.4% |
| 3M | +10.4% | -7.9% | +18.3% | +11.6% |
| 6M | +12.6% | -23.2% | +35.8% | +15.3% |
| YTD | +83.5% | -30.1% | +113.6% | +91.1% |
| 1Y | +99.7% | -31.9% | +131.6% | +108.9% |
| All | +99.7% | -33.0% | +132.7% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling