+400.7%
TXN vs CP
+230.5%
+170.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.3% |
| 7D | +2.0% | -2.7% | +4.7% | +3.5% |
| 30D | -8.0% | -3.4% | -4.6% | -6.3% |
| 3M | -7.8% | -0.6% | -7.1% | -8.0% |
| 6M | +32.4% | +6.3% | +26.1% | +27.4% |
| YTD | +51.7% | +21.2% | +30.5% | +35.2% |
| 1Y | +44.3% | +20.0% | +24.3% | +29.0% |
| 3Y | +71.3% | +18.7% | +52.6% | +51.4% |
| 5Y | +56.4% | +34.8% | +21.7% | +26.0% |
| All | +400.7% | +230.5% | +170.1% | +157.2% |
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