+99.7%
TXN vs CPB
-18.4%
+118.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.9% | -6.2% | +0.5% |
| 7D | +1.0% | +13.0% | -11.9% | +2.9% |
| 30D | +6.1% | +20.5% | -14.4% | +9.2% |
| 3M | +10.4% | +2.2% | +8.2% | +11.3% |
| 6M | +12.6% | +15.4% | -2.8% | +14.1% |
| YTD | +83.5% | -12.3% | +95.8% | +88.5% |
| 1Y | +99.7% | -18.0% | +117.7% | +106.9% |
| All | +99.7% | -18.4% | +118.2% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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