+132.4%
TXN vs STLA
-76.9%
+209.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.1% | +6.9% | +2.4% |
| 7D | +12.3% | -13.1% | +25.4% | +16.3% |
| 30D | +9.1% | -13.3% | +22.3% | +12.6% |
| 3M | +13.5% | -27.9% | +41.4% | +22.5% |
| 6M | +6.9% | -47.8% | +54.8% | +26.2% |
| YTD | +84.0% | -64.6% | +148.6% | +138.3% |
| 1Y | +95.8% | -64.0% | +159.8% | +151.5% |
| All | +132.4% | -76.9% | +209.3% | +230.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling