+57.2%
TXN vs CL
+28.4%
+28.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.0% |
| 7D | -0.1% | -2.2% | +2.1% | +0.2% |
| 30D | -6.9% | -4.8% | -2.1% | -6.5% |
| 3M | -14.9% | +4.9% | -19.8% | -16.1% |
| 6M | +29.0% | -5.7% | +34.7% | +29.5% |
| YTD | +51.5% | +14.4% | +37.1% | +47.1% |
| 1Y | +41.6% | +8.7% | +32.8% | +38.7% |
| 3Y | +65.8% | +30.0% | +35.8% | +51.7% |
| All | +57.2% | +28.4% | +28.8% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling