+99.7%
TXN vs CIFR
-69.0%
+168.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -20.0% | +19.6% | +1.7% |
| 7D | +1.0% | -26.7% | +27.7% | +3.7% |
| 30D | +6.1% | -58.0% | +64.2% | +14.8% |
| 3M | +10.4% | -68.1% | +78.5% | +21.8% |
| 6M | +12.6% | -63.7% | +76.2% | +22.3% |
| YTD | +83.5% | -56.0% | +139.4% | +95.0% |
| 1Y | +99.7% | -71.1% | +170.8% | +116.7% |
| All | +99.7% | -69.0% | +168.8% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 1y: compounded portfolio wealth divided by compounded CIFR 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…
1y analysis · Full analysis span regression · 6 months rolling