+790.6%
TXN vs CFG
+358.5%
+432.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +12.3% | +1.6% | +10.7% | +11.7% |
| 30D | +9.1% | +3.3% | +5.8% | +8.0% |
| 3M | +13.5% | -11.5% | +25.1% | +18.7% |
| 6M | +6.9% | +6.2% | +0.7% | +4.3% |
| YTD | +84.0% | +14.3% | +69.8% | +74.5% |
| 1Y | +95.8% | +26.7% | +69.0% | +78.7% |
| 3Y | +130.3% | +187.8% | -57.4% | +56.1% |
| 5Y | +89.2% | +61.3% | +27.9% | +51.4% |
| 10Y | +486.5% | +217.2% | +269.3% | +234.5% |
| All | +790.6% | +358.5% | +432.1% | +337.2% |
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