+104.0%
TXN vs CSGP
-60.4%
+164.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | 0.0% |
| 7D | -7.8% | +1.3% | -9.1% | -7.9% |
| 30D | -3.6% | +10.7% | -14.2% | -4.6% |
| 3M | +0.1% | +3.3% | -3.2% | -0.7% |
| 6M | -3.2% | -10.3% | +7.1% | -2.2% |
| YTD | +63.4% | -54.6% | +117.9% | +98.5% |
| 1Y | +75.6% | -54.6% | +130.3% | +113.2% |
| 3Y | +104.0% | -60.3% | +164.4% | +149.8% |
| All | +104.0% | -60.4% | +164.5% | +149.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling