+23,841.8%
TXN vs CL
+5,423.1%
+18,418.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -3.8% | +2.6% | -6.4% | -4.6% |
| 30D | +6.4% | +11.8% | -5.3% | +2.4% |
| 3M | +7.7% | +5.9% | +1.8% | +5.3% |
| 6M | +5.5% | +13.3% | -7.9% | +0.1% |
| YTD | +77.0% | +27.1% | +49.9% | +61.4% |
| 1Y | +91.2% | +28.0% | +63.2% | +73.8% |
| 3Y | +121.5% | +39.4% | +82.1% | +92.6% |
| 5Y | +84.9% | +40.8% | +44.1% | +58.9% |
| 10Y | +469.9% | +84.9% | +385.0% | +343.9% |
| All | +23,841.8% | +5,423.1% | +18,418.7% | +4,575.7% |
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 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