+481.5%
TXN vs CP
+251.7%
+229.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -0.5% | -0.7% | +0.1% | -0.1% |
| 30D | +10.5% | +9.6% | +0.9% | +4.9% |
| 3M | +10.7% | +2.2% | +8.5% | +9.0% |
| 6M | +5.1% | +11.1% | -6.0% | -1.8% |
| YTD | +82.5% | +28.2% | +54.3% | +57.1% |
| 1Y | +98.2% | +32.2% | +66.0% | +67.8% |
| 3Y | +128.4% | +35.5% | +92.9% | +87.2% |
| 5Y | +89.0% | +26.8% | +62.2% | +57.6% |
| 10Y | +481.5% | +256.9% | +224.6% | +184.5% |
| All | +481.5% | +251.7% | +229.8% | +184.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling