+468.5%
TXN vs CPB
-38.9%
+507.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.2% | -6.0% | -3.1% |
| 7D | +9.5% | -1.6% | +11.0% | +9.6% |
| 30D | +8.7% | +19.2% | -10.5% | +6.9% |
| 3M | +11.6% | -0.9% | +12.5% | +11.5% |
| 6M | +0.1% | +15.2% | -15.1% | -2.0% |
| YTD | +78.8% | -13.1% | +91.9% | +81.0% |
| 1Y | +91.2% | -22.4% | +113.6% | +96.4% |
| 3Y | +125.8% | -35.3% | +161.1% | +135.4% |
| 5Y | +83.8% | -33.0% | +116.8% | +88.6% |
| All | +468.5% | -38.9% | +507.4% | +470.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling