+3,392.5%
TXN vs CLS
+2,489.5%
+903.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.4% | +2.5% | -1.1% |
| 7D | +9.5% | +16.3% | -6.8% | +4.2% |
| 30D | +8.7% | -25.7% | +34.4% | +18.2% |
| 3M | +11.6% | -30.9% | +42.4% | +23.0% |
| 6M | +0.1% | -35.5% | +35.6% | +10.1% |
| YTD | +78.8% | -18.7% | +97.5% | +76.4% |
| 1Y | +91.2% | -17.9% | +109.1% | +84.9% |
| 3Y | +125.8% | +838.1% | -712.3% | -19.0% |
| 5Y | +83.8% | +1,971.9% | -1,888.1% | -52.3% |
| 10Y | +469.9% | +1,907.9% | -1,438.0% | +31.6% |
| All | +3,392.5% | +2,489.5% | +903.0% | +326.8% |
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