+20,389.3%
TXN vs CP
+7,669.4%
+12,719.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -0.1% | -2.7% | +2.6% | +1.1% |
| 30D | -6.9% | +0.2% | -7.1% | -7.1% |
| 3M | -14.9% | +2.6% | -17.5% | -16.2% |
| 6M | +29.0% | +6.0% | +23.0% | +25.5% |
| YTD | +51.5% | +24.9% | +26.5% | +36.9% |
| 1Y | +41.6% | +20.1% | +21.5% | +29.9% |
| 3Y | +65.8% | +16.4% | +49.4% | +53.0% |
| 5Y | +56.8% | +31.7% | +25.1% | +35.6% |
| 10Y | +387.5% | +223.9% | +163.6% | +185.0% |
| All | +20,389.3% | +7,669.4% | +12,719.9% | +2,674.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling