+468.5%
TXN vs STLA
-4.1%
+472.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.5% |
| 7D | +9.5% | -13.8% | +23.2% | +14.5% |
| 30D | +8.7% | -10.5% | +19.2% | +11.9% |
| 3M | +11.6% | -28.9% | +40.4% | +22.6% |
| 6M | +0.1% | -49.7% | +49.8% | +23.0% |
| YTD | +78.8% | -64.9% | +143.7% | +141.8% |
| 1Y | +91.2% | -64.0% | +155.2% | +155.8% |
| 3Y | +125.8% | -77.4% | +203.3% | +237.7% |
| 5Y | +83.8% | -74.4% | +158.2% | +154.3% |
| All | +468.5% | -4.1% | +472.6% | +457.6% |
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