+419.8%
TXN vs CPAY
+155.2%
+264.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +4.0% | -2.0% | +5.9% | +4.7% |
| 30D | -2.9% | -0.4% | -2.5% | -2.9% |
| 3M | -9.1% | +16.4% | -25.4% | -15.0% |
| 6M | +36.6% | +23.5% | +13.1% | +23.4% |
| YTD | +57.5% | +35.7% | +21.8% | +34.9% |
| 1Y | +49.5% | +30.2% | +19.4% | +29.9% |
| 3Y | +76.5% | +49.7% | +26.8% | +42.1% |
| 5Y | +62.4% | +56.6% | +5.8% | +25.4% |
| All | +419.8% | +155.2% | +264.6% | +244.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling