+99.7%
TXN vs CRL
+85.3%
+14.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.3% | +6.9% | -0.4% |
| 7D | +1.0% | -12.8% | +13.8% | +0.8% |
| 30D | +6.1% | +5.0% | +1.1% | +6.6% |
| 3M | +10.4% | +39.4% | -29.0% | +12.9% |
| 6M | +12.6% | +89.4% | -76.8% | +17.9% |
| YTD | +83.5% | +63.6% | +19.9% | +91.2% |
| 1Y | +99.7% | +83.5% | +16.3% | +103.8% |
| All | +99.7% | +85.3% | +14.4% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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