+20,389.3%
TXN vs CNP
+1,826.3%
+18,563.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | -0.1% | +1.1% | -1.2% | -0.3% |
| 30D | -6.9% | -1.8% | -5.1% | -6.6% |
| 3M | -14.9% | -4.6% | -10.3% | -14.4% |
| 6M | +29.0% | -8.8% | +37.8% | +31.0% |
| YTD | +51.5% | +5.2% | +46.2% | +49.7% |
| 1Y | +41.6% | +8.3% | +33.3% | +39.0% |
| 3Y | +65.8% | +54.9% | +10.9% | +51.6% |
| 5Y | +56.8% | +73.5% | -16.7% | +40.3% |
| 10Y | +387.5% | +139.1% | +248.3% | +302.1% |
| All | +20,389.3% | +1,826.3% | +18,563.0% | +10,508.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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