+99.7%
TXN vs CSGP
-53.2%
+152.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | +0.5% |
| 7D | +1.0% | +18.3% | -17.3% | +4.7% |
| 30D | +6.1% | +17.8% | -11.6% | +10.6% |
| 3M | +10.4% | +9.3% | +1.1% | +13.5% |
| 6M | +12.6% | -7.9% | +20.5% | +15.6% |
| YTD | +83.5% | -51.5% | +135.0% | +101.7% |
| 1Y | +99.7% | -53.3% | +153.0% | +125.1% |
| All | +99.7% | -53.2% | +152.9% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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