+2,858.5%
TXN vs CLS
+3,265.4%
-406.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | -0.1% | +4.6% | -4.6% | -1.8% |
| 30D | -6.9% | -13.9% | +7.0% | -3.5% |
| 3M | -14.9% | -26.6% | +11.6% | -7.9% |
| 6M | +29.0% | +15.4% | +13.6% | +17.5% |
| YTD | +51.5% | +5.7% | +45.8% | +39.6% |
| 1Y | +41.6% | +41.1% | +0.4% | +14.2% |
| 3Y | +65.8% | +1,228.6% | -1,162.8% | -46.5% |
| 5Y | +56.8% | +3,240.6% | -3,183.8% | -65.1% |
| 10Y | +387.5% | +2,760.3% | -2,372.9% | +1.4% |
| All | +2,858.5% | +3,265.4% | -406.8% | +237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling