+59.9%
TXN vs CLS
+3,586.2%
-3,526.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +2.7% | +20.1% | -17.4% | -1.3% |
| 30D | -6.7% | +6.0% | -12.8% | -8.2% |
| 3M | -8.9% | -10.3% | +1.4% | -7.8% |
| 6M | +34.7% | +24.5% | +10.2% | +25.9% |
| YTD | +53.3% | +12.9% | +40.5% | +44.6% |
| 1Y | +45.0% | +36.7% | +8.4% | +28.3% |
| 3Y | +73.1% | +1,328.1% | -1,255.0% | -28.6% |
| 5Y | +59.9% | +3,682.3% | -3,622.4% | -51.7% |
| All | +59.9% | +3,586.2% | -3,526.3% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling