+99.7%
TXN vs CNH
+15.2%
+84.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.0% | +6.5% | -5.4% | -0.9% |
| 30D | +6.1% | -12.0% | +18.1% | +10.3% |
| 3M | +10.4% | +4.4% | +6.0% | +7.5% |
| 6M | +12.6% | +15.7% | -3.1% | +4.4% |
| YTD | +83.5% | +28.2% | +55.2% | +61.2% |
| 1Y | +99.7% | +14.8% | +84.9% | +82.4% |
| All | +99.7% | +15.2% | +84.5% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling