+102.6%
TXN vs CIFR
+86.0%
+16.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.2% | -0.1% |
| 7D | +2.2% | +26.7% | -24.5% | +0.5% |
| 30D | -9.5% | +7.7% | -17.2% | -10.2% |
| 3M | -10.5% | -23.8% | +13.3% | -9.9% |
| 6M | +35.4% | +35.9% | -0.5% | +30.8% |
| YTD | +51.8% | +25.4% | +26.3% | +46.4% |
| 1Y | +42.9% | +139.8% | -96.8% | +30.5% |
| 3Y | +71.3% | +515.0% | -443.6% | +38.9% |
| 5Y | +58.0% | +52.1% | +5.9% | +28.9% |
| All | +102.6% | +86.0% | +16.6% | +56.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling