+25,040.4%
TXN vs STRL
+11,964.0%
+13,076.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | +12.3% | +23.4% | -11.1% | +11.1% |
| 30D | +9.1% | -39.5% | +48.6% | +11.8% |
| 3M | +13.5% | -45.1% | +58.6% | +16.8% |
| 6M | +6.9% | -64.6% | +71.5% | +12.2% |
| YTD | +84.0% | -1.5% | +85.5% | +82.3% |
| 1Y | +95.8% | -20.8% | +116.6% | +95.7% |
| 3Y | +130.3% | +353.1% | -222.8% | +110.1% |
| 5Y | +89.2% | +942.9% | -853.7% | +65.6% |
| 10Y | +486.5% | +3,847.6% | -3,361.1% | +382.0% |
| All | +25,040.4% | +11,964.0% | +13,076.4% | +19,673.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling