+45.0%
TXN vs CP
+19.4%
+25.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.6% |
| 7D | +2.7% | +0.6% | +2.1% | +2.4% |
| 30D | -6.7% | -0.5% | -6.2% | -6.6% |
| 3M | -8.9% | +0.1% | -9.0% | -9.5% |
| 6M | +34.7% | +7.8% | +26.9% | +26.7% |
| YTD | +53.3% | +22.9% | +30.5% | +37.8% |
| 1Y | +45.0% | +21.3% | +23.7% | +30.1% |
| All | +45.0% | +19.4% | +25.6% | +30.1% |
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