+20,427.4%
TXN vs CPB
+333.3%
+20,094.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.2% |
| 7D | +2.2% | -8.2% | +10.4% | +4.1% |
| 30D | -9.5% | -5.6% | -3.9% | -8.5% |
| 3M | -10.5% | +3.0% | -13.5% | -11.9% |
| 6M | +35.4% | -12.7% | +48.1% | +38.2% |
| YTD | +51.8% | -18.0% | +69.7% | +56.8% |
| 1Y | +42.9% | -31.7% | +74.7% | +54.1% |
| 3Y | +71.3% | -41.0% | +112.3% | +88.3% |
| 5Y | +58.0% | -38.4% | +96.4% | +69.2% |
| 10Y | +393.3% | -45.0% | +438.2% | +422.8% |
| All | +20,427.4% | +333.3% | +20,094.1% | +10,139.8% |
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