+1,186.5%
TXN vs CF
+5,948.3%
-4,761.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.1% | +2.5% |
| 7D | -0.1% | +6.0% | -6.1% | -1.4% |
| 30D | -6.9% | +14.8% | -21.8% | -9.8% |
| 3M | -14.9% | +14.1% | -29.0% | -17.7% |
| 6M | +29.0% | +28.5% | +0.5% | +19.8% |
| YTD | +51.5% | +74.9% | -23.5% | +31.1% |
| 1Y | +41.6% | +61.7% | -20.1% | +24.4% |
| 3Y | +65.8% | +80.3% | -14.5% | +39.7% |
| 5Y | +56.8% | +226.0% | -169.2% | +11.0% |
| 10Y | +387.5% | +569.9% | -182.4% | +177.2% |
| All | +1,186.5% | +5,948.3% | -4,761.8% | +320.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling