+468.5%
TXN vs CRL
+350.3%
+118.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | +9.5% | +0.1% | +9.3% | +9.4% |
| 30D | +8.7% | +11.9% | -3.2% | +4.3% |
| 3M | +11.6% | +20.2% | -8.6% | +4.1% |
| 6M | +0.1% | +107.5% | -107.4% | -24.0% |
| YTD | +78.8% | +69.4% | +9.4% | +42.6% |
| 1Y | +91.2% | +99.7% | -8.5% | +42.7% |
| 3Y | +125.8% | +98.8% | +27.1% | +57.0% |
| 5Y | +83.8% | -12.4% | +96.2% | +76.0% |
| All | +468.5% | +350.3% | +118.2% | +168.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling