+12,194.1%
TXN vs STM
+2,025.5%
+10,168.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.6% |
| 7D | +12.3% | +16.3% | -4.0% | +3.6% |
| 30D | +9.1% | -6.3% | +15.4% | +12.5% |
| 3M | +13.5% | -14.1% | +27.6% | +21.9% |
| 6M | +6.9% | -19.6% | +26.5% | +15.4% |
| YTD | +84.0% | +80.1% | +3.9% | +27.1% |
| 1Y | +95.8% | +95.4% | +0.4% | +29.3% |
| 3Y | +130.3% | +14.7% | +115.7% | +88.3% |
| 5Y | +89.2% | -5.4% | +94.6% | +63.7% |
| 10Y | +486.5% | +465.5% | +21.0% | +66.0% |
| All | +12,194.1% | +2,025.5% | +10,168.6% | +1,455.1% |
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