+71.3%
TXN vs CFG
+193.0%
-121.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | +2.2% | +2.7% | -0.5% | +0.9% |
| 30D | -9.5% | -3.7% | -5.8% | -7.9% |
| 3M | -10.5% | +9.5% | -20.0% | -14.7% |
| 6M | +35.4% | +22.2% | +13.1% | +22.1% |
| YTD | +51.8% | +22.3% | +29.4% | +36.2% |
| 1Y | +42.9% | +39.4% | +3.5% | +19.9% |
| 3Y | +71.3% | +188.5% | -117.1% | +3.1% |
| All | +71.3% | +193.0% | -121.6% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling