+400.7%
TXN vs CLF
+128.8%
+271.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.7% |
| 7D | +2.0% | -3.7% | +5.6% | +2.6% |
| 30D | -8.0% | -4.7% | -3.3% | -7.3% |
| 3M | -7.8% | -4.7% | -3.1% | -7.6% |
| 6M | +32.4% | +24.0% | +8.4% | +25.7% |
| YTD | +51.7% | -10.9% | +62.6% | +51.3% |
| 1Y | +44.3% | +4.0% | +40.3% | +37.7% |
| 3Y | +71.3% | -16.9% | +88.2% | +61.4% |
| 5Y | +56.4% | -49.3% | +105.7% | +54.5% |
| All | +400.7% | +128.8% | +271.9% | +244.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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