+91.2%
TXN vs CL
+29.8%
+61.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -2.5% |
| 7D | +9.5% | +3.2% | +6.2% | +10.1% |
| 30D | +8.7% | +8.0% | +0.7% | +10.4% |
| 3M | +11.6% | +7.9% | +3.7% | +13.6% |
| 6M | +0.1% | +14.7% | -14.6% | +2.0% |
| YTD | +78.8% | +29.2% | +49.6% | +82.2% |
| 1Y | +91.2% | +29.5% | +61.7% | +94.9% |
| All | +91.2% | +29.8% | +61.4% | +94.9% |
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