+98.2%
TXN vs CLF
+27.9%
+70.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.7% |
| 7D | -0.5% | +2.3% | -2.9% | -0.9% |
| 30D | +10.5% | +1.9% | +8.6% | +9.9% |
| 3M | +10.7% | +5.9% | +4.8% | +9.2% |
| 6M | +5.1% | +16.9% | -11.8% | +2.9% |
| YTD | +82.5% | -1.1% | +83.5% | +78.6% |
| 1Y | +98.2% | +28.8% | +69.4% | +83.9% |
| All | +98.2% | +27.9% | +70.2% | +83.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling