+20,427.4%
TXN vs CTAS
+23,132.7%
-2,705.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | -9.5% | -1.0% | -8.5% | -9.2% |
| 3M | -10.5% | +15.8% | -26.3% | -17.3% |
| 6M | +35.4% | -1.0% | +36.4% | +33.9% |
| YTD | +51.8% | +7.4% | +44.3% | +44.4% |
| 1Y | +42.9% | -0.1% | +43.1% | +40.6% |
| 3Y | +71.3% | +66.3% | +5.0% | +32.4% |
| 5Y | +58.0% | +111.0% | -53.0% | +9.8% |
| 10Y | +393.3% | +662.9% | -269.6% | +88.3% |
| All | +20,427.4% | +23,132.7% | -2,705.3% | +2,384.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CTAS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling