+419.8%
TXN vs CLX
-3.7%
+423.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +5.0% | +4.0% |
| 7D | +4.0% | -5.7% | +9.7% | +5.0% |
| 30D | -2.9% | -17.0% | +14.2% | +0.4% |
| 3M | -9.1% | -9.7% | +0.6% | -7.8% |
| 6M | +36.6% | -19.8% | +56.5% | +41.6% |
| YTD | +57.5% | -9.8% | +67.3% | +59.2% |
| 1Y | +49.5% | -26.2% | +75.7% | +57.2% |
| 3Y | +76.5% | -36.2% | +112.7% | +89.4% |
| 5Y | +62.4% | -38.3% | +100.7% | +72.6% |
| All | +419.8% | -3.7% | +423.5% | +349.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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