+71.9%
TXN vs CME
+52.6%
+19.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +0.8% |
| 7D | +2.7% | -0.6% | +3.3% | +2.5% |
| 30D | -6.7% | +4.7% | -11.4% | -5.6% |
| 3M | -8.9% | +7.8% | -16.7% | -7.1% |
| 6M | +34.7% | -11.0% | +45.7% | +31.5% |
| YTD | +53.3% | +4.0% | +49.3% | +55.5% |
| 1Y | +45.0% | +9.1% | +35.9% | +49.1% |
| All | +71.9% | +52.6% | +19.3% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling