+99.7%
TXN vs COP
+61.7%
+38.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.8% | -1.2% |
| 7D | +1.0% | -8.1% | +9.2% | -0.3% |
| 30D | +6.1% | +6.7% | -0.5% | +7.3% |
| 3M | +10.4% | +16.9% | -6.5% | +13.6% |
| 6M | +12.6% | +11.2% | +1.4% | +16.5% |
| YTD | +83.5% | +49.5% | +33.9% | +82.8% |
| 1Y | +99.7% | +60.7% | +39.0% | +97.7% |
| All | +99.7% | +61.7% | +38.0% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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