+9,320.6%
TXN vs COR
+19,078.6%
-9,758.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.8% | -3.5% |
| 7D | +9.5% | +7.8% | +1.6% | +7.7% |
| 30D | +8.7% | +7.0% | +1.7% | +7.2% |
| 3M | +11.6% | +16.3% | -4.7% | +8.0% |
| 6M | +0.1% | +41.3% | -41.2% | -7.5% |
| YTD | +78.8% | +7.1% | +71.7% | +74.0% |
| 1Y | +91.2% | -0.8% | +92.0% | +89.0% |
| 3Y | +125.8% | +85.0% | +40.8% | +92.0% |
| 5Y | +83.8% | +203.9% | -120.1% | +38.9% |
| 10Y | +469.9% | +510.3% | -40.4% | +263.3% |
| All | +9,320.6% | +19,078.6% | -9,758.0% | +3,107.4% |
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