+56.4%
TXN vs CPB
-40.6%
+97.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -1.0% |
| 7D | +2.0% | -5.4% | +7.3% | +2.1% |
| 30D | -8.0% | -7.8% | -0.1% | -7.8% |
| 3M | -7.8% | -6.9% | -0.8% | -7.6% |
| 6M | +32.4% | -12.2% | +44.6% | +33.2% |
| YTD | +51.7% | -21.1% | +72.8% | +53.7% |
| 1Y | +44.3% | -33.5% | +77.8% | +48.3% |
| 3Y | +71.3% | -43.2% | +114.5% | +77.1% |
| 5Y | +56.4% | -40.9% | +97.3% | +64.2% |
| All | +56.4% | -40.6% | +97.1% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling