+1,311.2%
TXN vs CMG
+3,903.3%
-2,592.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.7% |
| 7D | +2.7% | -6.5% | +9.1% | +4.4% |
| 30D | -6.7% | +12.1% | -18.8% | -9.5% |
| 3M | -8.9% | +20.6% | -29.5% | -14.2% |
| 6M | +34.7% | +2.1% | +32.6% | +31.7% |
| YTD | +53.3% | -2.6% | +55.9% | +51.3% |
| 1Y | +45.0% | -8.7% | +53.7% | +44.4% |
| 3Y | +73.1% | -7.4% | +80.5% | +69.0% |
| 5Y | +59.9% | -5.7% | +65.6% | +52.6% |
| 10Y | +415.7% | +322.3% | +93.3% | +230.8% |
| All | +1,311.2% | +3,903.3% | -2,592.1% | +386.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling