+20,389.3%
TXN vs STT
+7,372.9%
+13,016.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | -0.1% | +0.5% | -0.6% | -0.2% |
| 30D | -6.9% | +3.9% | -10.8% | -8.2% |
| 3M | -14.9% | +20.0% | -34.9% | -20.1% |
| 6M | +29.0% | +55.3% | -26.3% | +11.0% |
| YTD | +51.5% | +53.3% | -1.9% | +30.6% |
| 1Y | +41.6% | +74.7% | -33.1% | +16.8% |
| 3Y | +65.8% | +205.8% | -140.0% | +13.3% |
| 5Y | +56.8% | +145.0% | -88.2% | +12.2% |
| 10Y | +387.5% | +266.0% | +121.5% | +191.2% |
| All | +20,389.3% | +7,372.9% | +13,016.4% | +2,869.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling