+76.5%
TXN vs CMI
+150.2%
-73.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.1% |
| 7D | +4.0% | -0.7% | +4.7% | +4.4% |
| 30D | -2.9% | -12.4% | +9.5% | +4.7% |
| 3M | -9.1% | -14.8% | +5.7% | -0.4% |
| 6M | +36.6% | +0.8% | +35.8% | +37.6% |
| YTD | +57.5% | +10.2% | +47.3% | +49.5% |
| 1Y | +49.5% | +37.4% | +12.1% | +25.2% |
| 3Y | +76.5% | +153.3% | -76.7% | +3.2% |
| All | +76.5% | +150.2% | -73.7% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 3y: compounded portfolio wealth divided by compounded CMI 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…
3y analysis · Full analysis span regression · 6 months rolling