+419.8%
TXN vs CNH
+158.6%
+261.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.6% |
| 7D | +4.0% | -5.7% | +9.7% | +6.2% |
| 30D | -2.9% | +26.6% | -29.4% | -12.1% |
| 3M | -9.1% | +31.1% | -40.2% | -19.3% |
| 6M | +36.6% | +24.9% | +11.8% | +23.1% |
| YTD | +57.5% | +48.7% | +8.8% | +32.1% |
| 1Y | +49.5% | +22.2% | +27.3% | +35.0% |
| 3Y | +76.5% | +7.4% | +69.1% | +62.3% |
| 5Y | +62.4% | +10.8% | +51.6% | +42.7% |
| All | +419.8% | +158.6% | +261.2% | +237.3% |
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