+41.6%
TXN vs CIFR
+122.3%
-80.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.6% |
| 7D | -0.1% | +16.9% | -17.0% | -1.5% |
| 30D | -6.9% | -5.2% | -1.8% | -6.8% |
| 3M | -14.9% | -30.6% | +15.6% | -13.9% |
| 6M | +29.0% | +10.6% | +18.4% | +26.7% |
| YTD | +51.5% | +20.2% | +31.3% | +47.7% |
| 1Y | +41.6% | +139.7% | -98.2% | +36.0% |
| All | +41.6% | +122.3% | -80.7% | +36.0% |
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