+465.8%
TXN vs CRL
+1,379.5%
-913.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.3% |
| 7D | -0.1% | -1.0% | +1.0% | +0.2% |
| 30D | -6.9% | +10.7% | -17.6% | -9.7% |
| 3M | -14.9% | +55.3% | -70.2% | -25.6% |
| 6M | +29.0% | +60.7% | -31.7% | +9.9% |
| YTD | +51.5% | +44.6% | +6.8% | +32.2% |
| 1Y | +41.6% | +77.7% | -36.2% | +15.4% |
| 3Y | +65.8% | +37.6% | +28.2% | +39.9% |
| 5Y | +56.8% | -35.8% | +92.6% | +59.9% |
| 10Y | +387.5% | +241.7% | +145.7% | +207.3% |
| All | +465.8% | +1,379.5% | -913.7% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling