+7,880.3%
TXN vs COR
+17,545.2%
-9,664.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.2% |
| 7D | -0.1% | +2.8% | -2.8% | -0.7% |
| 30D | -6.9% | +4.5% | -11.5% | -7.9% |
| 3M | -14.9% | +22.7% | -37.6% | -18.9% |
| 6M | +29.0% | -9.7% | +38.7% | +30.5% |
| YTD | +51.5% | -1.4% | +52.9% | +50.1% |
| 1Y | +41.6% | +13.9% | +27.6% | +35.6% |
| 3Y | +65.8% | +94.0% | -28.1% | +39.3% |
| 5Y | +56.8% | +184.0% | -127.2% | +20.2% |
| 10Y | +387.5% | +406.8% | -19.3% | +221.1% |
| All | +7,880.3% | +17,545.2% | -9,664.9% | +2,665.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling