+56.4%
TXN vs CLBK
+41.8%
+14.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +2.0% | -1.4% | +3.3% | +2.3% |
| 30D | -8.0% | +4.5% | -12.5% | -9.0% |
| 3M | -7.8% | +22.8% | -30.5% | -12.7% |
| 6M | +32.4% | +43.4% | -11.0% | +20.3% |
| YTD | +51.7% | +64.1% | -12.4% | +32.8% |
| 1Y | +44.3% | +67.6% | -23.3% | +25.4% |
| 3Y | +71.3% | +53.3% | +18.0% | +49.8% |
| 5Y | +56.4% | +44.8% | +11.6% | +31.7% |
| All | +56.4% | +41.8% | +14.6% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling