+110.3%
TXN vs CIFR
+69.3%
+41.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.7% | -1.9% | +3.4% |
| 7D | +4.0% | -5.0% | +9.0% | +4.3% |
| 30D | -2.9% | -5.7% | +2.9% | -2.7% |
| 3M | -9.1% | -25.5% | +16.4% | -8.3% |
| 6M | +36.6% | +19.4% | +17.2% | +33.1% |
| YTD | +57.5% | +14.2% | +43.3% | +52.8% |
| 1Y | +49.5% | +69.0% | -19.5% | +39.7% |
| 3Y | +76.5% | +503.9% | -427.4% | +43.5% |
| 5Y | +62.4% | +27.7% | +34.7% | +34.8% |
| All | +110.3% | +69.3% | +41.0% | +62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling