+400.7%
TXN vs CFG
+311.8%
+88.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.2% |
| 7D | +2.0% | -1.7% | +3.7% | +2.6% |
| 30D | -8.0% | -4.6% | -3.4% | -6.4% |
| 3M | -7.8% | +7.9% | -15.6% | -10.5% |
| 6M | +32.4% | +19.9% | +12.6% | +23.7% |
| YTD | +51.7% | +21.7% | +30.0% | +40.6% |
| 1Y | +44.3% | +38.4% | +5.9% | +27.4% |
| 3Y | +71.3% | +187.0% | -115.7% | +16.1% |
| 5Y | +56.4% | +99.5% | -43.1% | +16.4% |
| All | +400.7% | +311.8% | +88.9% | +189.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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