+84.6%
TXN vs STM
-5.1%
+89.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.1% |
| 7D | +9.5% | +12.0% | -2.5% | +3.6% |
| 30D | +8.7% | -0.4% | +9.1% | +8.5% |
| 3M | +11.6% | -13.2% | +24.8% | +18.5% |
| 6M | +0.1% | -26.1% | +26.2% | +12.5% |
| YTD | +78.8% | +81.2% | -2.4% | +28.0% |
| 1Y | +91.2% | +98.3% | -7.1% | +30.9% |
| 3Y | +125.8% | +16.7% | +109.1% | +86.7% |
| All | +84.6% | -5.1% | +89.7% | +62.1% |
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