+59.6%
TXN vs CME
+78.0%
-18.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.8% |
| 7D | +4.0% | -1.6% | +5.6% | +4.0% |
| 30D | -2.9% | +5.6% | -8.4% | -2.9% |
| 3M | -9.1% | +5.6% | -14.7% | -9.1% |
| 6M | +36.6% | -8.3% | +44.9% | +37.4% |
| YTD | +57.5% | +4.3% | +53.1% | +56.7% |
| 1Y | +49.5% | +9.1% | +40.4% | +48.2% |
| 3Y | +76.5% | +52.1% | +24.5% | +61.7% |
| All | +59.6% | +78.0% | -18.4% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling