+58.1%
TXN vs CG
+5.2%
+52.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +2.5% |
| 7D | +2.7% | -6.4% | +9.1% | +5.2% |
| 30D | -6.7% | -7.1% | +0.3% | -4.5% |
| 3M | -8.9% | -1.6% | -7.3% | -9.0% |
| 6M | +34.7% | -8.3% | +43.0% | +37.1% |
| YTD | +53.3% | -23.8% | +77.1% | +66.5% |
| 1Y | +45.0% | -28.7% | +73.8% | +60.9% |
| 3Y | +73.1% | +49.2% | +23.9% | +36.0% |
| All | +58.1% | +5.2% | +52.9% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling