+24,581.9%
TXN vs CP
+7,870.8%
+16,711.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -0.5% | -0.7% | +0.1% | -0.2% |
| 30D | +10.5% | +9.6% | +0.9% | +6.1% |
| 3M | +10.7% | +2.2% | +8.5% | +9.4% |
| 6M | +5.1% | +11.1% | -6.0% | -0.2% |
| YTD | +82.5% | +28.2% | +54.3% | +62.8% |
| 1Y | +98.2% | +32.2% | +66.0% | +74.6% |
| 3Y | +128.4% | +35.5% | +92.9% | +97.4% |
| 5Y | +89.0% | +26.8% | +62.2% | +66.1% |
| 10Y | +481.5% | +256.9% | +224.6% | +226.8% |
| All | +24,581.9% | +7,870.8% | +16,711.1% | +3,200.7% |
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 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