+58.1%
TXN vs CIFR
+29.0%
+29.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.7% | +9.7% | +1.6% |
| 7D | +2.7% | +11.3% | -8.7% | +1.8% |
| 30D | -6.7% | +3.5% | -10.2% | -7.2% |
| 3M | -8.9% | -26.6% | +17.7% | -8.1% |
| 6M | +34.7% | +18.1% | +16.6% | +31.4% |
| YTD | +53.3% | +14.5% | +38.8% | +48.8% |
| 1Y | +45.0% | +83.3% | -38.3% | +34.9% |
| 3Y | +73.1% | +461.5% | -388.4% | +41.8% |
| All | +58.1% | +29.0% | +29.1% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling