+400.7%
TXN vs STRL
+6,846.4%
-6,445.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | +2.0% | +5.4% | -3.4% | +0.9% |
| 30D | -8.0% | -9.0% | +1.0% | -6.4% |
| 3M | -7.8% | -37.1% | +29.3% | -0.1% |
| 6M | +32.4% | +17.8% | +14.6% | +22.9% |
| YTD | +51.7% | +58.3% | -6.6% | +31.8% |
| 1Y | +44.3% | +61.0% | -16.7% | +23.1% |
| 3Y | +71.3% | +517.8% | -446.5% | +3.7% |
| 5Y | +56.4% | +2,119.0% | -2,062.6% | -30.4% |
| All | +400.7% | +6,846.4% | -6,445.7% | +75.8% |
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