+468.5%
TXN vs CMS
+140.2%
+328.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.4% |
| 7D | +9.5% | +1.7% | +7.7% | +8.9% |
| 30D | +8.7% | +6.2% | +2.5% | +6.6% |
| 3M | +11.6% | +0.6% | +10.9% | +11.2% |
| 6M | +0.1% | -1.8% | +1.9% | 0.0% |
| YTD | +78.8% | +3.8% | +75.0% | +75.4% |
| 1Y | +91.2% | -1.8% | +93.0% | +90.9% |
| 3Y | +125.8% | +39.8% | +86.0% | +97.1% |
| 5Y | +83.8% | +37.1% | +46.7% | +59.3% |
| All | +468.5% | +140.2% | +328.3% | +341.8% |
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