+977.2%
TXN vs CNH
+36.2%
+941.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | +9.5% | +3.0% | +6.4% | +8.1% |
| 30D | +8.7% | -0.6% | +9.3% | +8.6% |
| 3M | +11.6% | +14.6% | -3.1% | +4.8% |
| 6M | +0.1% | +11.8% | -11.7% | -5.6% |
| YTD | +78.8% | +30.4% | +48.4% | +58.5% |
| 1Y | +91.2% | +19.1% | +72.2% | +74.9% |
| 3Y | +125.8% | +30.2% | +95.6% | +95.1% |
| 5Y | +83.8% | -17.8% | +101.6% | +81.5% |
| 10Y | +469.9% | +103.9% | +365.9% | +294.1% |
| All | +977.2% | +36.2% | +941.0% | +640.5% |
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