+124.0%
TXN vs CMS
+37.9%
+86.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.1% | +6.6% |
| 7D | -2.1% | -0.9% | -1.2% | -2.0% |
| 30D | +4.7% | +7.1% | -2.3% | +4.0% |
| 3M | +3.9% | -1.3% | +5.2% | +4.1% |
| 6M | +3.8% | -2.7% | +6.4% | +3.5% |
| YTD | +74.2% | +2.6% | +71.6% | +72.6% |
| 1Y | +88.2% | -2.0% | +90.2% | +87.7% |
| 3Y | +124.0% | +39.6% | +84.3% | +103.8% |
| All | +124.0% | +37.9% | +86.0% | +103.8% |
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 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