+71.0%
TXN vs CLF
-13.4%
+84.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.5% |
| 7D | -0.1% | +7.6% | -7.7% | -1.3% |
| 30D | -6.9% | -1.2% | -5.8% | -6.9% |
| 3M | -14.9% | -13.4% | -1.6% | -13.4% |
| 6M | +29.0% | +15.4% | +13.6% | +24.8% |
| YTD | +51.5% | -5.9% | +57.3% | +50.1% |
| 1Y | +41.6% | +18.8% | +22.7% | +31.8% |
| All | +71.0% | -13.4% | +84.5% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling