+49.5%
TXN vs CMG
-6.5%
+56.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.8% |
| 7D | +4.0% | -2.1% | +6.0% | +3.9% |
| 30D | -2.9% | +10.9% | -13.8% | -2.9% |
| 3M | -9.1% | +15.8% | -24.9% | -9.8% |
| 6M | +36.6% | +6.9% | +29.7% | +36.3% |
| YTD | +57.5% | -2.2% | +59.6% | +58.2% |
| 1Y | +49.5% | -7.1% | +56.6% | +49.6% |
| All | +49.5% | -6.5% | +56.0% | +49.6% |
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