+59.9%
TXN vs STRL
+2,102.6%
-2,042.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | +2.7% | +8.2% | -5.5% | +1.1% |
| 30D | -6.7% | -6.3% | -0.4% | -5.7% |
| 3M | -8.9% | -41.2% | +32.3% | -0.4% |
| 6M | +34.7% | +20.4% | +14.3% | +25.3% |
| YTD | +53.3% | +61.7% | -8.4% | +33.4% |
| 1Y | +45.0% | +72.7% | -27.7% | +22.5% |
| 3Y | +73.1% | +530.9% | -457.8% | +2.1% |
| 5Y | +59.9% | +2,125.4% | -2,065.5% | -37.7% |
| All | +59.9% | +2,102.6% | -2,042.7% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling