+89.0%
TXN vs STT
+109.1%
-20.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.4% |
| 7D | -0.5% | +0.4% | -1.0% | -0.5% |
| 30D | +10.5% | -0.4% | +10.9% | +11.0% |
| 3M | +10.7% | -6.5% | +17.2% | +14.3% |
| 6M | +5.1% | +17.2% | -12.1% | -2.4% |
| YTD | +82.5% | +38.2% | +44.3% | +56.2% |
| 1Y | +98.2% | +49.3% | +48.9% | +63.7% |
| 3Y | +128.4% | +181.9% | -53.5% | +42.3% |
| 5Y | +89.0% | +106.9% | -17.9% | +23.4% |
| All | +89.0% | +109.1% | -20.1% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling