+99.7%
TXN vs CRS
-3.8%
+103.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | 0.0% |
| 7D | +1.0% | +4.3% | -3.3% | +0.1% |
| 30D | +6.1% | -25.5% | +31.6% | +12.6% |
| 3M | +10.4% | -48.7% | +59.1% | +27.9% |
| 6M | +12.6% | -31.6% | +44.2% | +25.0% |
| YTD | +83.5% | -7.0% | +90.5% | +102.1% |
| 1Y | +99.7% | -4.5% | +104.2% | +119.6% |
| All | +99.7% | -3.8% | +103.5% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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