+49.5%
TXN vs CNI
+33.8%
+15.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.4% |
| 7D | +4.0% | -0.4% | +4.3% | +4.1% |
| 30D | -2.9% | -2.7% | -0.2% | -1.8% |
| 3M | -9.1% | +3.9% | -13.0% | -11.3% |
| 6M | +36.6% | +16.4% | +20.3% | +25.1% |
| YTD | +57.5% | +25.8% | +31.7% | +40.7% |
| 1Y | +49.5% | +32.4% | +17.1% | +32.0% |
| All | +49.5% | +33.8% | +15.7% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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