+44.3%
TXN vs CPB
-33.6%
+77.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -1.5% |
| 7D | +2.0% | -5.4% | +7.3% | +1.4% |
| 30D | -8.0% | -7.8% | -0.1% | -8.7% |
| 3M | -7.8% | -6.9% | -0.8% | -7.6% |
| 6M | +32.4% | -12.2% | +44.6% | +32.9% |
| YTD | +51.7% | -21.1% | +72.8% | +52.7% |
| 1Y | +44.3% | -33.5% | +77.8% | +46.9% |
| All | +44.3% | -33.6% | +77.9% | +46.9% |
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