+71.3%
TXN vs CI
+4.2%
+67.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.3% |
| 7D | +2.2% | -2.0% | +4.2% | +2.4% |
| 30D | -9.5% | -1.8% | -7.7% | -9.4% |
| 3M | -10.5% | -4.2% | -6.3% | -10.3% |
| 6M | +35.4% | +2.7% | +32.7% | +34.5% |
| YTD | +51.8% | +1.9% | +49.8% | +51.0% |
| 1Y | +42.9% | -6.3% | +49.2% | +43.0% |
| 3Y | +71.3% | +3.9% | +67.5% | +66.5% |
| All | +71.3% | +4.2% | +67.1% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling