+132.4%
TXN vs STM
+15.7%
+116.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.7% |
| 7D | +12.3% | +16.3% | -4.0% | +4.4% |
| 30D | +9.1% | -6.3% | +15.4% | +12.1% |
| 3M | +13.5% | -14.1% | +27.6% | +21.1% |
| 6M | +6.9% | -19.6% | +26.5% | +15.1% |
| YTD | +84.0% | +80.1% | +3.9% | +34.5% |
| 1Y | +95.8% | +95.4% | +0.4% | +37.7% |
| All | +132.4% | +15.7% | +116.8% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling