+45.0%
TXN vs CMS
-0.2%
+45.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +2.7% | +0.2% | +2.5% | +2.7% |
| 30D | -6.7% | -1.3% | -5.4% | -6.6% |
| 3M | -8.9% | -5.4% | -3.5% | -10.2% |
| 6M | +34.7% | -10.3% | +45.0% | +35.2% |
| YTD | +53.3% | -0.2% | +53.5% | +51.9% |
| 1Y | +45.0% | -0.9% | +45.9% | +41.0% |
| All | +45.0% | -0.2% | +45.3% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling