+99.7%
TXN vs CPAY
+59.0%
+40.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.1% |
| 7D | +1.0% | +5.7% | -4.7% | +1.4% |
| 30D | +6.1% | +4.2% | +1.9% | +6.5% |
| 3M | +10.4% | +5.6% | +4.8% | +10.8% |
| 6M | +12.6% | +34.7% | -22.1% | +13.6% |
| YTD | +83.5% | +39.1% | +44.4% | +80.5% |
| 1Y | +99.7% | +60.3% | +39.4% | +94.3% |
| All | +99.7% | +59.0% | +40.7% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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