+91.2%
TXN vs CP
+31.6%
+59.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.6% |
| 7D | +9.5% | +2.1% | +7.3% | +8.4% |
| 30D | +8.7% | +9.3% | -0.6% | +4.3% |
| 3M | +11.6% | +0.5% | +11.1% | +11.4% |
| 6M | +0.1% | +10.4% | -10.3% | -6.3% |
| YTD | +78.8% | +28.7% | +50.1% | +54.9% |
| 1Y | +91.2% | +33.2% | +58.0% | +61.0% |
| All | +91.2% | +31.6% | +59.6% | +61.0% |
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