+57.2%
TXN vs CSGP
-64.7%
+121.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.3% |
| 7D | -0.1% | -4.1% | +4.0% | +0.8% |
| 30D | -6.9% | +2.3% | -9.3% | -7.8% |
| 3M | -14.9% | -8.2% | -6.8% | -14.1% |
| 6M | +29.0% | -35.1% | +64.1% | +44.2% |
| YTD | +51.5% | -54.0% | +105.5% | +88.9% |
| 1Y | +41.6% | -65.3% | +106.9% | +96.2% |
| 3Y | +65.8% | -62.6% | +128.4% | +116.9% |
| All | +57.2% | -64.7% | +121.9% | +111.5% |
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