+468.5%
TXN vs CME
+308.7%
+159.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.0% |
| 7D | +9.5% | +3.9% | +5.5% | +8.3% |
| 30D | +8.7% | +11.3% | -2.6% | +5.4% |
| 3M | +11.6% | +19.6% | -8.0% | +5.9% |
| 6M | +0.1% | +8.1% | -8.0% | -2.6% |
| YTD | +78.8% | +20.4% | +58.4% | +67.3% |
| 1Y | +91.2% | +16.5% | +74.7% | +80.6% |
| 3Y | +125.8% | +66.4% | +59.4% | +83.6% |
| 5Y | +83.8% | +74.5% | +9.3% | +44.1% |
| All | +468.5% | +308.7% | +159.8% | +243.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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