+20,639.1%
TXN vs CRS
+9,806.3%
+10,832.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | -6.7% | -18.1% | +11.4% | -1.3% |
| 3M | -8.9% | -12.4% | +3.5% | -5.6% |
| 6M | +34.7% | +15.9% | +18.8% | +28.2% |
| YTD | +53.3% | +45.8% | +7.5% | +35.4% |
| 1Y | +45.0% | +87.8% | -42.7% | +17.4% |
| 3Y | +73.1% | +648.7% | -575.6% | -9.6% |
| 5Y | +59.9% | +1,416.6% | -1,356.7% | -35.3% |
| 10Y | +415.7% | +1,412.7% | -997.0% | +79.6% |
| All | +20,639.1% | +9,806.3% | +10,832.8% | +2,932.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling