+57.2%
TXN vs CF
+227.0%
-169.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.1% | +2.1% |
| 7D | -0.1% | +6.0% | -6.1% | -0.7% |
| 30D | -6.9% | +14.8% | -21.8% | -8.3% |
| 3M | -14.9% | +14.1% | -29.0% | -16.2% |
| 6M | +29.0% | +28.5% | +0.5% | +23.5% |
| YTD | +51.5% | +74.9% | -23.5% | +38.1% |
| 1Y | +41.6% | +61.7% | -20.1% | +30.5% |
| 3Y | +65.8% | +80.3% | -14.5% | +48.1% |
| All | +57.2% | +227.0% | -169.8% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling