+419.8%
TXN vs STT
+271.9%
+147.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.3% |
| 7D | +4.0% | -0.4% | +4.4% | +4.2% |
| 30D | -2.9% | +1.7% | -4.6% | -3.6% |
| 3M | -9.1% | +17.9% | -27.0% | -15.5% |
| 6M | +36.6% | +55.3% | -18.7% | +12.6% |
| YTD | +57.5% | +52.7% | +4.8% | +30.2% |
| 1Y | +49.5% | +75.7% | -26.1% | +16.2% |
| 3Y | +76.5% | +197.9% | -121.4% | +9.2% |
| 5Y | +62.4% | +158.8% | -96.4% | +2.2% |
| All | +419.8% | +271.9% | +147.9% | +176.0% |
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