+21,996.7%
TXN vs CL
+5,337.0%
+16,659.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.4% |
| 7D | -7.8% | +1.3% | -9.1% | -8.2% |
| 30D | -3.6% | +11.4% | -14.9% | -7.1% |
| 3M | +0.1% | +4.4% | -4.3% | -1.7% |
| 6M | -3.2% | +10.8% | -14.0% | -7.5% |
| YTD | +63.4% | +25.1% | +38.2% | +49.7% |
| 1Y | +75.6% | +28.0% | +47.6% | +59.5% |
| 3Y | +104.0% | +37.6% | +66.4% | +78.1% |
| 5Y | +65.0% | +39.7% | +25.3% | +42.1% |
| 10Y | +437.9% | +75.8% | +362.2% | +325.5% |
| All | +21,996.7% | +5,337.0% | +16,659.7% | +4,235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling