+58.0%
TXN vs STM
+20.9%
+37.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +2.2% | +5.2% | -3.0% | -0.3% |
| 30D | -9.5% | -7.4% | -2.1% | -6.1% |
| 3M | -10.5% | -30.6% | +20.1% | +5.2% |
| 6M | +35.4% | +66.4% | -31.0% | +3.1% |
| YTD | +51.8% | +101.1% | -49.4% | +4.4% |
| 1Y | +42.9% | +97.4% | -54.4% | -1.9% |
| 3Y | +71.3% | +21.1% | +50.2% | +40.3% |
| 5Y | +58.0% | +22.5% | +35.5% | +23.6% |
| All | +58.0% | +20.9% | +37.1% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling