+204.5%
TXN vs CTVA
+211.9%
-7.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.4% | +1.5% |
| 7D | +2.7% | -5.8% | +8.5% | +4.9% |
| 30D | -6.7% | +11.1% | -17.8% | -10.5% |
| 3M | -8.9% | +13.2% | -22.1% | -13.9% |
| 6M | +34.7% | +8.7% | +26.0% | +29.0% |
| YTD | +53.3% | +27.3% | +26.0% | +38.0% |
| 1Y | +45.0% | +18.0% | +27.0% | +33.9% |
| 3Y | +73.1% | +76.5% | -3.4% | +34.6% |
| 5Y | +59.9% | +105.1% | -45.2% | +13.9% |
| All | +204.5% | +211.9% | -7.4% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 all: compounded portfolio wealth divided by compounded CTVA 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…
all analysis · Full analysis span regression · 6 months rolling