+44.3%
TXN vs CNH
+20.2%
+24.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.1% |
| 7D | +2.0% | -2.5% | +4.4% | +2.7% |
| 30D | -8.0% | +27.0% | -35.0% | -16.0% |
| 3M | -7.8% | +32.6% | -40.4% | -17.9% |
| 6M | +32.4% | +23.6% | +8.8% | +20.5% |
| YTD | +51.7% | +47.8% | +3.9% | +27.2% |
| 1Y | +44.3% | +21.3% | +23.0% | +28.1% |
| All | +44.3% | +20.2% | +24.1% | +28.1% |
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