+10,018.6%
TXN vs STM
+2,285.7%
+7,732.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +0.8% |
| 7D | -0.1% | +5.8% | -5.9% | -3.1% |
| 30D | -6.9% | -1.0% | -5.9% | -6.6% |
| 3M | -14.9% | -33.3% | +18.3% | +3.3% |
| 6M | +29.0% | +57.4% | -28.4% | -2.3% |
| YTD | +51.5% | +102.2% | -50.7% | -0.8% |
| 1Y | +41.6% | +99.6% | -58.0% | -7.8% |
| 3Y | +65.8% | +14.5% | +51.3% | +36.7% |
| 5Y | +56.8% | +21.4% | +35.4% | +19.1% |
| 10Y | +387.5% | +695.0% | -307.5% | +14.5% |
| All | +10,018.6% | +2,285.7% | +7,732.8% | +1,114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling