+59.9%
TXN vs STLA
-63.2%
+123.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.6% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | -6.7% | -5.2% | -1.5% | -5.4% |
| 3M | -8.9% | -24.9% | +16.0% | -0.6% |
| 6M | +34.7% | -25.2% | +59.9% | +45.9% |
| YTD | +53.3% | -51.4% | +104.7% | +88.3% |
| 1Y | +45.0% | -40.7% | +85.7% | +63.6% |
| 3Y | +73.1% | -66.3% | +139.4% | +126.9% |
| 5Y | +59.9% | -63.2% | +123.2% | +92.6% |
| All | +59.9% | -63.2% | +123.1% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling