+24,078.1%
TXN vs STRL
+11,482.4%
+12,595.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | -3.8% | -19.8% | +16.0% | -2.8% |
| 30D | +6.4% | -43.6% | +50.0% | +9.4% |
| 3M | +7.7% | -45.2% | +52.9% | +10.8% |
| 6M | +5.5% | -65.7% | +71.2% | +10.9% |
| YTD | +77.0% | -5.4% | +82.4% | +75.7% |
| 1Y | +91.2% | -24.7% | +115.9% | +91.7% |
| 3Y | +121.5% | +335.0% | -213.5% | +102.5% |
| 5Y | +84.9% | +915.3% | -830.4% | +62.1% |
| 10Y | +469.9% | +3,877.5% | -3,407.6% | +368.7% |
| All | +24,078.1% | +11,482.4% | +12,595.7% | +18,957.3% |
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