+698.5%
STX vs TXN
+131.9%
+566.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.7% |
| 7D | +16.8% | +12.3% | +4.5% | +9.1% |
| 30D | -27.0% | +9.1% | -36.1% | -29.9% |
| 3M | -37.9% | +13.5% | -51.4% | -41.8% |
| 6M | -32.5% | +6.9% | -39.4% | -34.4% |
| YTD | +98.6% | +84.0% | +14.6% | +47.0% |
| 1Y | +93.6% | +95.8% | -2.2% | +39.6% |
| All | +698.5% | +131.9% | +566.7% | +414.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling