+234.1%
TXN vs CLBK
+66.9%
+167.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +2.2% | +1.1% | +1.1% | +1.8% |
| 30D | -9.5% | +7.8% | -17.3% | -12.0% |
| 3M | -10.5% | +23.9% | -34.4% | -17.6% |
| 6M | +35.4% | +42.3% | -6.9% | +18.4% |
| YTD | +51.8% | +65.4% | -13.6% | +25.1% |
| 1Y | +42.9% | +70.3% | -27.4% | +16.2% |
| 3Y | +71.3% | +54.5% | +16.9% | +40.4% |
| 5Y | +58.0% | +43.1% | +14.9% | +24.0% |
| All | +234.1% | +66.9% | +167.2% | +151.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling