+246.7%
TXN vs CLBK
+65.5%
+181.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +4.0% | -1.5% | +5.4% | +4.5% |
| 30D | -2.9% | -1.0% | -1.8% | -2.5% |
| 3M | -9.1% | +22.9% | -32.0% | -16.0% |
| 6M | +36.6% | +44.2% | -7.6% | +18.9% |
| YTD | +57.5% | +64.0% | -6.5% | +30.2% |
| 1Y | +49.5% | +65.7% | -16.1% | +22.8% |
| 3Y | +76.5% | +54.1% | +22.5% | +44.8% |
| 5Y | +62.4% | +44.7% | +17.7% | +26.4% |
| All | +246.7% | +65.5% | +181.2% | +161.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling