+41.6%
TXN vs CRS
+102.1%
-60.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.5% |
| 7D | -0.1% | -0.2% | +0.2% | 0.0% |
| 30D | -6.9% | -16.6% | +9.7% | -3.9% |
| 3M | -14.9% | -3.5% | -11.5% | -13.6% |
| 6M | +29.0% | +15.4% | +13.6% | +27.6% |
| YTD | +51.5% | +51.2% | +0.3% | +49.1% |
| 1Y | +41.6% | +98.3% | -56.7% | +35.7% |
| All | +41.6% | +102.1% | -60.5% | +35.7% |
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