+20,389.3%
TXN vs CI
+7,591.2%
+12,798.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.1% |
| 7D | -0.1% | +1.3% | -1.4% | -0.4% |
| 30D | -6.9% | +4.4% | -11.4% | -8.0% |
| 3M | -14.9% | +0.7% | -15.6% | -15.5% |
| 6M | +29.0% | +0.3% | +28.7% | +28.1% |
| YTD | +51.5% | +3.8% | +47.7% | +49.0% |
| 1Y | +41.6% | -5.5% | +47.1% | +41.4% |
| 3Y | +65.8% | +8.1% | +57.7% | +56.6% |
| 5Y | +56.8% | +42.8% | +14.0% | +36.2% |
| 10Y | +387.5% | +143.9% | +243.6% | +260.1% |
| All | +20,389.3% | +7,591.2% | +12,798.1% | +4,243.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling