+468.5%
TXN vs STRL
+3,697.3%
-3,228.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.2% | -2.2% |
| 7D | +9.5% | +15.7% | -6.2% | +6.3% |
| 30D | +8.7% | -35.5% | +44.2% | +17.4% |
| 3M | +11.6% | -47.1% | +58.7% | +24.9% |
| 6M | +0.1% | -65.8% | +65.9% | +20.4% |
| YTD | +78.8% | -4.5% | +83.3% | +69.2% |
| 1Y | +91.2% | -10.5% | +101.7% | +82.6% |
| 3Y | +125.8% | +340.6% | -214.8% | +43.6% |
| 5Y | +83.8% | +911.0% | -827.2% | -6.6% |
| All | +468.5% | +3,697.3% | -3,228.8% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling