+59.6%
TXN vs CNC
+10.7%
+48.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.3% | +3.7% |
| 7D | +4.0% | -0.9% | +4.9% | +4.0% |
| 30D | -2.9% | -1.0% | -1.9% | -2.8% |
| 3M | -9.1% | +4.5% | -13.6% | -9.5% |
| 6M | +36.6% | +85.2% | -48.6% | +30.0% |
| YTD | +57.5% | +61.4% | -3.9% | +50.8% |
| 1Y | +49.5% | +94.9% | -45.4% | +41.4% |
| 3Y | +76.5% | 0.0% | +76.5% | +73.6% |
| All | +59.6% | +10.7% | +48.9% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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