+400.7%
TXN vs CLS
+2,968.1%
-2,567.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.5% |
| 7D | +2.0% | +5.0% | -3.0% | +0.8% |
| 30D | -8.0% | +4.8% | -12.8% | -9.4% |
| 3M | -7.8% | -10.4% | +2.6% | -6.5% |
| 6M | +32.4% | +20.8% | +11.6% | +23.3% |
| YTD | +51.7% | +10.0% | +41.7% | +42.5% |
| 1Y | +44.3% | +28.5% | +15.8% | +27.5% |
| 3Y | +71.3% | +1,292.2% | -1,220.9% | -29.6% |
| 5Y | +56.4% | +3,616.8% | -3,560.4% | -53.3% |
| All | +400.7% | +2,968.1% | -2,567.4% | +36.6% |
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