+2,655.7%
TXN vs CME
+8,496.5%
-5,840.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.1% |
| 7D | +9.5% | +3.9% | +5.5% | +8.2% |
| 30D | +8.7% | +11.3% | -2.6% | +5.2% |
| 3M | +11.6% | +19.6% | -8.0% | +5.5% |
| 6M | +0.1% | +8.1% | -8.0% | -3.1% |
| YTD | +78.8% | +20.4% | +58.4% | +66.9% |
| 1Y | +91.2% | +16.5% | +74.7% | +80.1% |
| 3Y | +125.8% | +66.4% | +59.4% | +87.3% |
| 5Y | +83.8% | +74.5% | +9.3% | +48.4% |
| 10Y | +469.9% | +308.5% | +161.4% | +247.2% |
| All | +2,655.7% | +8,496.5% | -5,840.8% | +459.7% |
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