+66.0%
TXN vs CEG
+717.3%
-651.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +1.0% |
| 7D | -0.1% | +8.0% | -8.1% | -1.4% |
| 30D | -6.9% | +12.9% | -19.9% | -8.9% |
| 3M | -14.9% | +13.2% | -28.1% | -16.8% |
| 6M | +29.0% | -7.0% | +36.0% | +29.6% |
| YTD | +51.5% | -15.0% | +66.5% | +53.9% |
| 1Y | +41.6% | -2.7% | +44.3% | +39.4% |
| 3Y | +65.8% | +184.1% | -118.2% | +21.3% |
| All | +66.0% | +717.3% | -651.3% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling