+42.9%
TXN vs CF
+60.9%
-18.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +2.2% | -0.9% | +3.1% | +2.1% |
| 30D | -9.5% | +18.1% | -27.6% | -8.2% |
| 3M | -10.5% | +23.4% | -33.9% | -8.9% |
| 6M | +35.4% | +17.1% | +18.3% | +35.9% |
| YTD | +51.8% | +76.2% | -24.5% | +43.8% |
| 1Y | +42.9% | +62.3% | -19.3% | +38.1% |
| All | +42.9% | +60.9% | -18.0% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling