+99.7%
TXN vs CLS
-28.7%
+128.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.1% | +8.7% | +1.3% |
| 7D | +1.0% | -21.1% | +22.2% | +5.1% |
| 30D | +6.1% | -38.2% | +44.4% | +14.9% |
| 3M | +10.4% | -36.3% | +46.7% | +18.2% |
| 6M | +12.6% | -43.8% | +56.4% | +22.0% |
| YTD | +83.5% | -20.0% | +103.5% | +88.2% |
| 1Y | +99.7% | -29.6% | +129.3% | +106.4% |
| All | +99.7% | -28.7% | +128.4% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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