+59.6%
TXN vs CRS
+1,363.4%
-1,303.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.1% |
| 7D | +4.0% | -6.8% | +10.7% | +5.9% |
| 30D | -2.9% | -16.1% | +13.3% | +1.7% |
| 3M | -9.1% | -21.2% | +12.1% | -3.4% |
| 6M | +36.6% | +8.7% | +27.9% | +33.2% |
| YTD | +57.5% | +41.0% | +16.5% | +42.8% |
| 1Y | +49.5% | +82.7% | -33.1% | +24.8% |
| 3Y | +76.5% | +604.8% | -528.2% | +1.3% |
| All | +59.6% | +1,363.4% | -1,303.8% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling