+71.9%
TXN vs CIFR
+467.1%
-395.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.7% | +9.7% | +1.7% |
| 7D | +2.7% | +11.3% | -8.7% | +1.6% |
| 30D | -6.7% | +3.5% | -10.2% | -7.3% |
| 3M | -8.9% | -26.6% | +17.7% | -7.9% |
| 6M | +34.7% | +18.1% | +16.6% | +30.7% |
| YTD | +53.3% | +14.5% | +38.8% | +47.9% |
| 1Y | +45.0% | +83.3% | -38.3% | +32.6% |
| All | +71.9% | +467.1% | -395.2% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling