+24,087.1%
TXN vs CPB
+359.2%
+23,727.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.2% | -6.0% | -3.5% |
| 7D | +9.5% | -1.6% | +11.0% | +9.8% |
| 30D | +8.7% | +19.2% | -10.5% | +4.1% |
| 3M | +11.6% | -0.9% | +12.5% | +11.1% |
| 6M | +0.1% | +15.2% | -15.1% | -4.6% |
| YTD | +78.8% | -13.1% | +91.9% | +81.5% |
| 1Y | +91.2% | -22.4% | +113.6% | +99.3% |
| 3Y | +125.8% | -35.3% | +161.1% | +142.1% |
| 5Y | +83.8% | -33.0% | +116.8% | +92.0% |
| 10Y | +469.9% | -39.2% | +509.0% | +486.2% |
| All | +24,087.1% | +359.2% | +23,727.9% | +11,748.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling