+1,864.4%
TXN vs STLA
+150.0%
+1,714.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.6% |
| 7D | +9.5% | -13.8% | +23.2% | +13.0% |
| 30D | +8.7% | -10.5% | +19.2% | +11.0% |
| 3M | +11.6% | -28.9% | +40.4% | +19.3% |
| 6M | +0.1% | -49.7% | +49.8% | +15.8% |
| YTD | +78.8% | -64.9% | +143.7% | +121.0% |
| 1Y | +91.2% | -64.0% | +155.2% | +134.7% |
| 3Y | +125.8% | -77.4% | +203.3% | +198.9% |
| 5Y | +83.8% | -74.4% | +158.2% | +132.4% |
| 10Y | +469.9% | -6.4% | +476.2% | +474.0% |
| All | +1,864.4% | +150.0% | +1,714.4% | +1,752.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling