+121.5%
TXN vs CP
+31.7%
+89.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -3.8% | +2.8% | -6.6% | -5.2% |
| 30D | +6.4% | +11.0% | -4.6% | +0.6% |
| 3M | +7.7% | +3.8% | +3.8% | +5.3% |
| 6M | +5.5% | +9.5% | -4.0% | -0.6% |
| YTD | +77.0% | +28.2% | +48.8% | +52.6% |
| 1Y | +91.2% | +33.0% | +58.3% | +61.6% |
| 3Y | +121.5% | +35.5% | +86.0% | +79.7% |
| All | +121.5% | +31.7% | +89.8% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling