+71.3%
TXN vs CP
+20.4%
+50.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +2.2% | +2.4% | -0.2% | +0.9% |
| 30D | -9.5% | -0.5% | -9.0% | -9.3% |
| 3M | -10.5% | +1.4% | -12.0% | -11.8% |
| 6M | +35.4% | +10.3% | +25.0% | +27.4% |
| YTD | +51.8% | +24.3% | +27.5% | +33.7% |
| 1Y | +42.9% | +20.4% | +22.5% | +27.8% |
| 3Y | +71.3% | +21.8% | +49.6% | +47.1% |
| All | +71.3% | +20.4% | +50.9% | +47.1% |
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 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