+65.9%
TXN vs CSGP
-63.4%
+129.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | +0.6% |
| 7D | -7.8% | +1.3% | -9.1% | -8.1% |
| 30D | -3.6% | +10.7% | -14.2% | -6.3% |
| 3M | +0.1% | +3.3% | -3.2% | -1.9% |
| 6M | -3.2% | -10.3% | +7.1% | -2.9% |
| YTD | +63.4% | -54.6% | +117.9% | +102.1% |
| 1Y | +75.6% | -54.6% | +130.3% | +117.0% |
| 3Y | +104.0% | -60.3% | +164.4% | +158.1% |
| All | +65.9% | -63.4% | +129.3% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling