+99.7%
TXN vs CMG
+12.0%
+87.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.2% | -0.1% |
| 7D | +1.0% | +22.5% | -21.5% | +1.8% |
| 30D | +6.1% | +14.1% | -8.0% | +6.7% |
| 3M | +10.4% | +4.1% | +6.3% | +10.4% |
| 6M | +12.6% | +10.1% | +2.5% | +12.7% |
| YTD | +83.5% | -4.9% | +88.3% | +83.9% |
| 1Y | +99.7% | +10.9% | +88.8% | +90.9% |
| All | +99.7% | +12.0% | +87.8% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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