+78.4%
TXN vs CMS
+36.1%
+42.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.1% | +6.5% |
| 7D | -2.1% | -0.9% | -1.2% | -1.9% |
| 30D | +4.7% | +7.1% | -2.3% | +3.2% |
| 3M | +3.9% | -1.3% | +5.2% | +4.1% |
| 6M | +3.8% | -2.7% | +6.4% | +3.8% |
| YTD | +74.2% | +2.6% | +71.6% | +72.1% |
| 1Y | +88.2% | -2.0% | +90.2% | +87.9% |
| 3Y | +124.0% | +39.6% | +84.3% | +101.5% |
| 5Y | +78.4% | +35.3% | +43.0% | +64.6% |
| All | +78.4% | +36.1% | +42.3% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling