+91.2%
TXN vs STLA
-64.5%
+155.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.7% |
| 7D | +9.5% | -13.8% | +23.2% | +12.0% |
| 30D | +8.7% | -10.5% | +19.2% | +10.4% |
| 3M | +11.6% | -28.9% | +40.4% | +17.9% |
| 6M | +0.1% | -49.7% | +49.8% | +13.3% |
| YTD | +78.8% | -64.9% | +143.7% | +114.0% |
| 1Y | +91.2% | -64.0% | +155.2% | +125.1% |
| All | +91.2% | -64.5% | +155.7% | +125.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling