+45.0%
TXN vs CL
+7.3%
+37.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.0% |
| 7D | +2.7% | -2.3% | +5.0% | +2.4% |
| 30D | -6.7% | -5.5% | -1.2% | -7.3% |
| 3M | -8.9% | +0.8% | -9.7% | -9.6% |
| 6M | +34.7% | -4.2% | +38.9% | +33.0% |
| YTD | +53.3% | +13.4% | +39.9% | +52.6% |
| 1Y | +45.0% | +7.1% | +38.0% | +45.7% |
| All | +45.0% | +7.3% | +37.7% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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