+415.7%
TXN vs CMS
+116.0%
+299.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | -6.7% | -1.3% | -5.4% | -6.4% |
| 3M | -8.9% | -5.4% | -3.5% | -7.7% |
| 6M | +34.7% | -10.3% | +45.0% | +38.8% |
| YTD | +53.3% | -0.2% | +53.5% | +52.5% |
| 1Y | +45.0% | -0.9% | +45.9% | +44.3% |
| 3Y | +73.1% | +34.0% | +39.2% | +53.3% |
| 5Y | +59.9% | +23.6% | +36.4% | +44.0% |
| 10Y | +415.7% | +122.2% | +293.4% | +306.5% |
| All | +415.7% | +116.0% | +299.7% | +306.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling