+41.6%
TXN vs COR
+12.8%
+28.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +1.6% |
| 7D | -0.1% | +2.8% | -2.8% | +0.2% |
| 30D | -6.9% | +4.5% | -11.5% | -6.4% |
| 3M | -14.9% | +22.7% | -37.6% | -13.5% |
| 6M | +29.0% | -9.7% | +38.7% | +33.1% |
| YTD | +51.5% | -1.4% | +52.9% | +56.2% |
| 1Y | +41.6% | +13.9% | +27.6% | +36.3% |
| All | +41.6% | +12.8% | +28.8% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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