+468.5%
TXN vs STT
+198.3%
+270.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +9.5% | +4.8% | +4.7% | +7.3% |
| 30D | +8.7% | +3.9% | +4.8% | +7.2% |
| 3M | +11.6% | -8.2% | +19.7% | +16.0% |
| 6M | +0.1% | +15.6% | -15.5% | -6.0% |
| YTD | +78.8% | +37.6% | +41.2% | +54.9% |
| 1Y | +91.2% | +50.1% | +41.1% | +59.5% |
| 3Y | +125.8% | +183.1% | -57.2% | +43.2% |
| 5Y | +83.8% | +104.8% | -21.0% | +28.0% |
| All | +468.5% | +198.3% | +270.2% | +234.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling