+481.0%
STX vs TXN
+90.3%
+390.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.8% |
| 7D | +16.8% | +12.3% | +4.5% | +8.4% |
| 30D | -27.0% | +9.1% | -36.1% | -30.3% |
| 3M | -37.9% | +13.5% | -51.4% | -42.3% |
| 6M | -32.5% | +6.9% | -39.4% | -34.8% |
| YTD | +98.6% | +84.0% | +14.6% | +37.3% |
| 1Y | +93.6% | +95.8% | -2.2% | +28.9% |
| 3Y | +699.1% | +130.3% | +568.7% | +324.3% |
| 5Y | +481.0% | +89.2% | +391.8% | +252.3% |
| All | +481.0% | +90.3% | +390.7% | +252.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling