+56.4%
TXN vs CLX
-37.2%
+93.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.9% |
| 7D | +2.0% | -5.9% | +7.8% | +2.7% |
| 30D | -8.0% | -17.0% | +9.1% | -5.8% |
| 3M | -7.8% | -9.6% | +1.8% | -6.7% |
| 6M | +32.4% | -21.5% | +53.9% | +36.6% |
| YTD | +51.7% | -8.8% | +60.5% | +52.9% |
| 1Y | +44.3% | -24.7% | +69.0% | +49.7% |
| 3Y | +71.3% | -35.6% | +106.9% | +80.5% |
| 5Y | +56.4% | -37.6% | +94.1% | +60.7% |
| All | +56.4% | -37.2% | +93.6% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling