+125.8%
TXN vs COR
+86.2%
+39.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.8% | -2.6% |
| 7D | +9.5% | +7.8% | +1.6% | +10.1% |
| 30D | +8.7% | +7.0% | +1.7% | +9.4% |
| 3M | +11.6% | +16.3% | -4.7% | +13.3% |
| 6M | +0.1% | +41.3% | -41.2% | +3.4% |
| YTD | +78.8% | +7.1% | +71.7% | +82.9% |
| 1Y | +91.2% | -0.8% | +92.0% | +94.1% |
| 3Y | +125.8% | +85.0% | +40.8% | +162.2% |
| All | +125.8% | +86.2% | +39.6% | +162.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling