+24,581.9%
TXN vs CMS
+471.9%
+24,110.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | -0.5% | -1.1% | +0.6% | -0.2% |
| 30D | +10.5% | +6.6% | +3.9% | +8.6% |
| 3M | +10.7% | +0.8% | +9.9% | +10.3% |
| 6M | +5.1% | -3.3% | +8.4% | +5.5% |
| YTD | +82.5% | +2.7% | +79.7% | +80.3% |
| 1Y | +98.2% | -4.0% | +102.2% | +99.2% |
| 3Y | +128.4% | +37.6% | +90.8% | +107.4% |
| 5Y | +89.0% | +35.4% | +53.6% | +71.1% |
| 10Y | +481.5% | +136.0% | +345.5% | +351.9% |
| All | +24,581.9% | +471.9% | +24,110.0% | +11,268.2% |
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 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