+76.5%
TXN vs CLBK
+52.2%
+24.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +4.0% | -1.5% | +5.4% | +4.4% |
| 30D | -2.9% | -1.0% | -1.8% | -2.6% |
| 3M | -9.1% | +22.9% | -32.0% | -15.1% |
| 6M | +36.6% | +44.2% | -7.6% | +21.0% |
| YTD | +57.5% | +64.0% | -6.5% | +33.1% |
| 1Y | +49.5% | +65.7% | -16.1% | +25.7% |
| 3Y | +76.5% | +54.1% | +22.5% | +47.2% |
| All | +76.5% | +52.2% | +24.3% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling