+59.9%
TXN vs CI
+43.3%
+16.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +2.7% | -1.1% | +3.8% | +2.8% |
| 30D | -6.7% | +0.5% | -7.2% | -6.8% |
| 3M | -8.9% | -5.2% | -3.7% | -8.4% |
| 6M | +34.7% | +4.3% | +30.4% | +33.2% |
| YTD | +53.3% | +2.8% | +50.5% | +51.9% |
| 1Y | +45.0% | -5.8% | +50.8% | +45.1% |
| 3Y | +73.1% | +4.7% | +68.4% | +66.3% |
| 5Y | +59.9% | +42.7% | +17.2% | +35.2% |
| All | +59.9% | +43.3% | +16.6% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling