+468.5%
TXN vs CF
+479.1%
-10.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -2.9% |
| 7D | +9.5% | +4.8% | +4.7% | +8.5% |
| 30D | +8.7% | +4.7% | +4.0% | +7.5% |
| 3M | +11.6% | +7.4% | +4.2% | +9.4% |
| 6M | +0.1% | +0.6% | -0.5% | -1.0% |
| YTD | +78.8% | +64.1% | +14.7% | +55.2% |
| 1Y | +91.2% | +51.4% | +39.8% | +68.9% |
| 3Y | +125.8% | +67.8% | +58.0% | +90.8% |
| 5Y | +83.8% | +114.1% | -30.3% | +38.4% |
| All | +468.5% | +479.1% | -10.6% | +228.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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