+1,331.8%
TXN vs CG
+282.0%
+1,049.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.9% | -3.2% |
| 7D | +9.5% | +0.2% | +9.3% | +9.3% |
| 30D | +8.7% | +11.2% | -2.5% | +4.7% |
| 3M | +11.6% | -22.1% | +33.7% | +21.2% |
| 6M | +0.1% | -17.9% | +18.0% | +6.2% |
| YTD | +78.8% | -31.3% | +110.1% | +99.5% |
| 1Y | +91.2% | -24.0% | +115.2% | +105.6% |
| 3Y | +125.8% | +45.0% | +80.9% | +86.9% |
| 5Y | +83.8% | -22.6% | +106.4% | +81.5% |
| 10Y | +469.9% | +282.1% | +187.7% | +235.5% |
| All | +1,331.8% | +282.0% | +1,049.8% | +709.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling