+84.6%
TXN vs CI
+49.5%
+35.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.1% | -2.9% |
| 7D | +9.5% | +1.2% | +8.3% | +9.3% |
| 30D | +8.7% | +2.6% | +6.1% | +8.3% |
| 3M | +11.6% | +7.4% | +4.1% | +10.3% |
| 6M | +0.1% | -0.1% | +0.2% | -0.2% |
| YTD | +78.8% | +9.7% | +69.1% | +75.5% |
| 1Y | +91.2% | +12.1% | +79.1% | +87.0% |
| 3Y | +125.8% | +7.0% | +118.8% | +117.6% |
| All | +84.6% | +49.5% | +35.1% | +56.4% |
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