+44.3%
TXN vs CME
+9.1%
+35.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.1% |
| 7D | +2.0% | -2.4% | +4.3% | +1.5% |
| 30D | -8.0% | +6.2% | -14.2% | -6.9% |
| 3M | -7.8% | +4.4% | -12.1% | -7.0% |
| 6M | +32.4% | -9.6% | +42.1% | +30.9% |
| YTD | +51.7% | +3.8% | +47.9% | +50.4% |
| 1Y | +44.3% | +9.5% | +34.8% | +40.3% |
| All | +44.3% | +9.1% | +35.2% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling