+41.6%
TXN vs CG
-24.3%
+65.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.1% |
| 7D | -0.1% | -4.3% | +4.2% | +0.6% |
| 30D | -6.9% | -5.1% | -1.9% | -6.3% |
| 3M | -14.9% | +8.7% | -23.6% | -16.5% |
| 6M | +29.0% | -9.2% | +38.2% | +29.2% |
| YTD | +51.5% | -18.9% | +70.3% | +56.1% |
| 1Y | +41.6% | -25.6% | +67.2% | +43.4% |
| All | +41.6% | -24.3% | +65.8% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling