+485.1%
TXN vs CNH
+107.0%
+378.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.0% | +2.5% |
| 7D | +12.3% | +6.4% | +5.9% | +9.5% |
| 30D | +9.1% | -1.6% | +10.7% | +9.5% |
| 3M | +13.5% | +11.6% | +2.0% | +7.2% |
| 6M | +6.9% | +12.5% | -5.6% | 0.0% |
| YTD | +84.0% | +31.1% | +53.0% | +61.0% |
| 1Y | +95.8% | +17.0% | +78.8% | +78.8% |
| 3Y | +130.3% | +28.7% | +101.6% | +96.6% |
| 5Y | +89.2% | -17.4% | +106.6% | +85.8% |
| All | +485.1% | +107.0% | +378.1% | +317.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling