+400.7%
TXN vs CI
+144.3%
+256.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.0% | -1.3% |
| 7D | +2.0% | -1.3% | +3.3% | +2.3% |
| 30D | -8.0% | +3.1% | -11.1% | -8.9% |
| 3M | -7.8% | -4.5% | -3.2% | -7.0% |
| 6M | +32.4% | +8.3% | +24.2% | +28.5% |
| YTD | +51.7% | +3.8% | +47.9% | +48.8% |
| 1Y | +44.3% | -5.0% | +49.3% | +43.8% |
| 3Y | +71.3% | +5.8% | +65.5% | +59.9% |
| 5Y | +56.4% | +50.6% | +5.8% | +25.4% |
| All | +400.7% | +144.3% | +256.4% | +242.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling