+1,972.8%
STX vs TXN
+467.5%
+1,505.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.2% | -1.2% |
| 7D | +14.6% | +9.5% | +5.1% | +8.3% |
| 30D | -26.0% | +8.7% | -34.7% | -29.0% |
| 3M | -42.6% | +11.6% | -54.2% | -46.0% |
| 6M | -35.3% | +0.1% | -35.4% | -34.7% |
| YTD | +92.5% | +78.8% | +13.7% | +34.8% |
| 1Y | +102.4% | +91.2% | +11.2% | +35.7% |
| 3Y | +673.8% | +125.8% | +548.0% | +331.3% |
| 5Y | +463.1% | +83.8% | +379.3% | +258.5% |
| All | +1,972.8% | +467.5% | +1,505.3% | +384.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 10y: compounded portfolio wealth divided by compounded TXN 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…
10y analysis · Full analysis span regression · 6 months rolling