+49.5%
TXN vs CLBK
+68.0%
-18.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +4.0% | -1.5% | +5.4% | +4.3% |
| 30D | -2.9% | -1.0% | -1.8% | -2.7% |
| 3M | -9.1% | +22.9% | -32.0% | -13.2% |
| 6M | +36.6% | +44.2% | -7.6% | +24.1% |
| YTD | +57.5% | +64.0% | -6.5% | +36.5% |
| 1Y | +49.5% | +65.7% | -16.1% | +30.5% |
| All | +49.5% | +68.0% | -18.4% | +30.5% |
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