+99.7%
TXN vs CHD
+30.9%
+68.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | +0.1% |
| 7D | +1.0% | +6.9% | -5.9% | +2.0% |
| 30D | +6.1% | +17.1% | -11.0% | +8.2% |
| 3M | +10.4% | +9.1% | +1.3% | +11.8% |
| 6M | +12.6% | +21.4% | -8.8% | +13.6% |
| YTD | +83.5% | +34.9% | +48.6% | +83.6% |
| 1Y | +99.7% | +31.0% | +68.7% | +101.3% |
| All | +99.7% | +30.9% | +68.8% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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