+468.5%
TXN vs COP
+342.2%
+126.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -3.2% |
| 7D | +9.5% | +4.4% | +5.1% | +8.2% |
| 30D | +8.7% | 0.0% | +8.7% | +8.5% |
| 3M | +11.6% | +15.0% | -3.4% | +7.1% |
| 6M | +0.1% | +22.0% | -21.9% | -6.0% |
| YTD | +78.8% | +55.3% | +23.5% | +55.5% |
| 1Y | +91.2% | +64.1% | +27.1% | +63.5% |
| 3Y | +125.8% | +34.1% | +91.8% | +101.6% |
| 5Y | +83.8% | +133.4% | -49.6% | +35.3% |
| All | +468.5% | +342.2% | +126.3% | +245.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling