+783.0%
TXN vs CFG
+362.1%
+420.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.8% |
| 7D | -0.5% | -0.8% | +0.2% | -0.1% |
| 30D | +10.5% | +3.1% | +7.4% | +9.4% |
| 3M | +10.7% | -9.7% | +20.4% | +14.9% |
| 6M | +5.1% | +6.7% | -1.6% | +2.4% |
| YTD | +82.5% | +15.2% | +67.3% | +72.5% |
| 1Y | +98.2% | +28.8% | +69.4% | +79.9% |
| 3Y | +128.4% | +190.1% | -61.7% | +54.3% |
| 5Y | +89.0% | +63.4% | +25.6% | +50.6% |
| 10Y | +481.5% | +219.8% | +261.8% | +230.7% |
| All | +783.0% | +362.1% | +420.9% | +332.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling