+0.1%
TXN vs STM
-23.5%
+23.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +18.0% |
| 6M | +0.1% | -26.1% | +26.2% | +12.8% |
| All | +0.1% | -23.5% | +23.6% | +12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling