+41.6%
TXN vs STM
+107.3%
-65.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +0.9% |
| 7D | -0.1% | +5.8% | -5.9% | -2.7% |
| 30D | -6.9% | -1.0% | -5.9% | -6.6% |
| 3M | -14.9% | -33.3% | +18.3% | +1.7% |
| 6M | +29.0% | +57.4% | -28.4% | +4.9% |
| YTD | +51.5% | +102.2% | -50.7% | +11.5% |
| 1Y | +41.6% | +99.6% | -58.0% | +3.6% |
| All | +41.6% | +107.3% | -65.7% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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