+29.0%
TXN vs STRL
+15.4%
+13.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -3.9% | +0.9% |
| 7D | -0.1% | +3.4% | -3.5% | -0.6% |
| 30D | -6.9% | -9.2% | +2.3% | -5.5% |
| 3M | -14.9% | -51.0% | +36.1% | -6.1% |
| 6M | +29.0% | +15.8% | +13.2% | +23.8% |
| All | +29.0% | +15.4% | +13.6% | +23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling