+99.7%
TXN vs CP
+35.2%
+64.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.8% |
| 7D | +1.0% | +5.6% | -4.5% | -1.4% |
| 30D | +6.1% | +10.0% | -3.9% | +1.6% |
| 3M | +10.4% | +4.4% | +6.0% | +8.0% |
| 6M | +12.6% | +14.1% | -1.5% | +3.1% |
| YTD | +83.5% | +29.1% | +54.4% | +59.4% |
| 1Y | +99.7% | +34.6% | +65.2% | +69.4% |
| All | +99.7% | +35.2% | +64.5% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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