+71.3%
TXN vs CMS
+35.3%
+36.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +2.2% | +1.2% | +1.0% | +2.0% |
| 30D | -9.5% | -3.2% | -6.3% | -9.1% |
| 3M | -10.5% | -2.2% | -8.3% | -11.0% |
| 6M | +35.4% | -9.4% | +44.8% | +36.9% |
| YTD | +51.8% | +0.7% | +51.1% | +50.7% |
| 1Y | +42.9% | +0.4% | +42.6% | +41.8% |
| 3Y | +71.3% | +35.2% | +36.2% | +57.2% |
| All | +71.3% | +35.3% | +36.0% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling