+400.7%
TXN vs CRL
+249.3%
+151.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | -0.4% |
| 7D | +2.0% | -6.9% | +8.9% | +4.4% |
| 30D | -8.0% | -3.2% | -4.8% | -7.1% |
| 3M | -7.8% | +46.5% | -54.3% | -20.1% |
| 6M | +32.4% | +63.1% | -30.7% | +8.0% |
| YTD | +51.7% | +36.9% | +14.8% | +30.9% |
| 1Y | +44.3% | +78.1% | -33.8% | +11.2% |
| 3Y | +71.3% | +36.7% | +34.6% | +37.7% |
| 5Y | +56.4% | -38.1% | +94.5% | +71.3% |
| All | +400.7% | +249.3% | +151.4% | +155.0% |
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