+812.5%
TXN vs CNH
+64.7%
+747.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +0.4% |
| 7D | -0.1% | +23.3% | -23.4% | -7.6% |
| 30D | -6.9% | +33.5% | -40.4% | -16.7% |
| 3M | -14.9% | +32.7% | -47.7% | -24.1% |
| 6M | +29.0% | +22.2% | +6.8% | +18.2% |
| YTD | +51.5% | +57.7% | -6.2% | +26.2% |
| 1Y | +41.6% | +28.0% | +13.6% | +26.8% |
| 3Y | +65.8% | +11.5% | +54.3% | +51.7% |
| 5Y | +56.8% | +11.9% | +45.0% | +39.4% |
| 10Y | +387.5% | +162.8% | +224.7% | +211.2% |
| All | +812.5% | +64.7% | +747.8% | +489.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling