+71.9%
TXN vs CRL
+38.7%
+33.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +2.7% | -4.6% | +7.3% | +3.8% |
| 30D | -6.7% | +0.5% | -7.2% | -6.9% |
| 3M | -8.9% | +46.6% | -55.5% | -17.4% |
| 6M | +34.7% | +57.3% | -22.6% | +18.0% |
| YTD | +53.3% | +39.5% | +13.8% | +38.5% |
| 1Y | +45.0% | +76.9% | -31.8% | +20.0% |
| All | +71.9% | +38.7% | +33.2% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling