+41.6%
TXN vs CI
-4.0%
+45.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.9% |
| 7D | -0.1% | +1.3% | -1.4% | -0.2% |
| 30D | -6.9% | +4.4% | -11.4% | -7.2% |
| 3M | -14.9% | +0.7% | -15.6% | -15.2% |
| 6M | +29.0% | +0.3% | +28.7% | +28.2% |
| YTD | +51.5% | +3.8% | +47.7% | +50.3% |
| 1Y | +41.6% | -5.5% | +47.1% | +42.5% |
| All | +41.6% | -4.0% | +45.6% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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