+20,591.6%
TXN vs STRL
+19,359.6%
+1,232.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -3.9% | +1.5% |
| 7D | -0.1% | +3.4% | -3.5% | -0.3% |
| 30D | -6.9% | -9.2% | +2.3% | -6.5% |
| 3M | -14.9% | -51.0% | +36.1% | -12.0% |
| 6M | +29.0% | +15.8% | +13.2% | +27.0% |
| YTD | +51.5% | +58.9% | -7.4% | +46.7% |
| 1Y | +41.6% | +68.5% | -27.0% | +36.4% |
| 3Y | +65.8% | +485.2% | -419.4% | +49.2% |
| 5Y | +56.8% | +2,005.1% | -1,948.3% | +33.0% |
| 10Y | +387.5% | +7,118.0% | -6,730.5% | +290.0% |
| All | +20,591.6% | +19,359.6% | +1,232.0% | +15,812.9% |
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