+20,389.3%
TXN vs CMS
+457.8%
+19,931.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -0.1% | +0.4% | -0.4% | -0.2% |
| 30D | -6.9% | -3.6% | -3.3% | -6.1% |
| 3M | -14.9% | -1.9% | -13.0% | -14.9% |
| 6M | +29.0% | -11.0% | +40.0% | +32.5% |
| YTD | +51.5% | +0.2% | +51.3% | +50.8% |
| 1Y | +41.6% | -1.3% | +42.9% | +41.3% |
| 3Y | +65.8% | +35.9% | +29.9% | +51.1% |
| 5Y | +56.8% | +23.1% | +33.7% | +45.5% |
| 10Y | +387.5% | +117.9% | +269.5% | +286.7% |
| All | +20,389.3% | +457.8% | +19,931.5% | +9,409.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling