+20,427.4%
TXN vs COP
+4,564.1%
+15,863.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +2.2% | -0.8% | +3.0% | +2.4% |
| 30D | -9.5% | +15.6% | -25.1% | -13.4% |
| 3M | -10.5% | +14.3% | -24.9% | -14.6% |
| 6M | +35.4% | +17.0% | +18.4% | +27.6% |
| YTD | +51.8% | +47.4% | +4.3% | +33.1% |
| 1Y | +42.9% | +52.4% | -9.5% | +23.7% |
| 3Y | +71.3% | +20.8% | +50.5% | +56.7% |
| 5Y | +58.0% | +191.7% | -133.7% | +6.7% |
| 10Y | +393.3% | +325.1% | +68.2% | +169.5% |
| All | +20,427.4% | +4,564.1% | +15,863.3% | +5,735.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling