+469.9%
TXN vs CMS
+134.3%
+335.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -3.8% | +0.5% | -4.3% | -4.0% |
| 30D | +6.4% | +7.4% | -1.0% | +4.0% |
| 3M | +7.7% | +1.9% | +5.8% | +6.9% |
| 6M | +5.5% | -2.3% | +7.8% | +5.5% |
| YTD | +77.0% | +3.0% | +74.0% | +74.1% |
| 1Y | +91.2% | -2.8% | +94.0% | +91.5% |
| 3Y | +121.5% | +37.9% | +83.6% | +94.2% |
| 5Y | +84.9% | +34.0% | +51.0% | +61.6% |
| 10Y | +469.9% | +138.1% | +331.8% | +342.4% |
| All | +469.9% | +134.3% | +335.6% | +342.4% |
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