+468.5%
TXN vs CLS
+1,916.3%
-1,447.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.4% | +2.5% | -1.6% |
| 7D | +9.5% | +16.3% | -6.8% | +5.7% |
| 30D | +8.7% | -25.7% | +34.4% | +15.5% |
| 3M | +11.6% | -30.9% | +42.4% | +19.8% |
| 6M | +0.1% | -35.5% | +35.6% | +7.6% |
| YTD | +78.8% | -18.7% | +97.5% | +78.2% |
| 1Y | +91.2% | -17.9% | +109.1% | +88.0% |
| 3Y | +125.8% | +838.1% | -712.3% | +1.2% |
| 5Y | +83.8% | +1,971.9% | -1,888.1% | -37.1% |
| All | +468.5% | +1,916.3% | -1,447.8% | +63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling