+99.7%
TXN vs CLBK
+65.7%
+34.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +1.0% | +4.6% | -3.6% | +0.3% |
| 30D | +6.1% | -1.5% | +7.6% | +6.5% |
| 3M | +10.4% | +4.4% | +6.0% | +9.6% |
| 6M | +12.6% | +31.7% | -19.1% | +5.6% |
| YTD | +83.5% | +58.7% | +24.7% | +60.2% |
| 1Y | +99.7% | +64.9% | +34.9% | +70.0% |
| All | +99.7% | +65.7% | +34.0% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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