+415.7%
TXN vs STM
+656.4%
-240.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +2.7% | +1.7% | +1.0% | +1.8% |
| 30D | -6.7% | -5.2% | -1.6% | -4.4% |
| 3M | -8.9% | -29.6% | +20.7% | +6.4% |
| 6M | +34.7% | +54.4% | -19.7% | +6.1% |
| YTD | +53.3% | +99.5% | -46.2% | +5.4% |
| 1Y | +45.0% | +100.8% | -55.7% | -1.7% |
| 3Y | +73.1% | +20.2% | +52.9% | +42.6% |
| 5Y | +59.9% | +21.1% | +38.8% | +25.5% |
| 10Y | +415.7% | +664.5% | -248.9% | +109.3% |
| All | +415.7% | +656.4% | -240.8% | +109.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling