+130.4%
TXN vs CLF
-19.9%
+150.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.8% |
| 3M | +10.7% | +5.9% | +4.8% | +8.9% |
| 6M | +5.1% | +16.9% | -11.8% | +1.3% |
| YTD | +82.5% | -1.1% | +83.5% | +78.3% |
| 1Y | +98.2% | +28.8% | +69.4% | +84.8% |
| All | +130.4% | -19.9% | +150.4% | +107.3% |
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