+2,234.4%
TXN vs CME
+7,469.3%
-5,234.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -0.1% | -1.6% | +1.5% | +0.4% |
| 30D | -6.9% | +6.2% | -13.2% | -8.7% |
| 3M | -14.9% | +10.4% | -25.4% | -17.9% |
| 6M | +29.0% | -9.5% | +38.5% | +31.6% |
| YTD | +51.5% | +6.0% | +45.5% | +47.1% |
| 1Y | +41.6% | +9.3% | +32.3% | +36.0% |
| 3Y | +65.8% | +57.7% | +8.2% | +39.6% |
| 5Y | +56.8% | +77.7% | -20.9% | +25.8% |
| 10Y | +387.5% | +281.2% | +106.2% | +203.3% |
| All | +2,234.4% | +7,469.3% | -5,234.9% | +393.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling