+419.8%
TXN vs COR
+406.5%
+13.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.8% |
| 7D | +4.0% | -2.8% | +6.8% | +4.7% |
| 30D | -2.9% | +2.6% | -5.4% | -3.6% |
| 3M | -9.1% | +14.5% | -23.6% | -12.7% |
| 6M | +36.6% | -7.8% | +44.4% | +38.3% |
| YTD | +57.5% | -4.2% | +61.7% | +57.2% |
| 1Y | +49.5% | +7.0% | +42.5% | +43.9% |
| 3Y | +76.5% | +85.5% | -9.0% | +39.1% |
| 5Y | +62.4% | +181.2% | -118.8% | +9.4% |
| All | +419.8% | +406.5% | +13.3% | +195.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling