+400.7%
TXN vs STLA
+51.6%
+349.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +2.0% | -3.8% | +5.8% | +3.2% |
| 30D | -8.0% | -3.1% | -4.9% | -7.4% |
| 3M | -7.8% | -19.6% | +11.9% | -1.5% |
| 6M | +32.4% | -23.5% | +55.9% | +42.5% |
| YTD | +51.7% | -51.5% | +103.2% | +86.3% |
| 1Y | +44.3% | -39.7% | +84.0% | +62.5% |
| 3Y | +71.3% | -66.3% | +137.6% | +125.4% |
| 5Y | +56.4% | -63.1% | +119.6% | +93.5% |
| All | +400.7% | +51.6% | +349.0% | +346.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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