+24,581.9%
TXN vs STT
+6,635.6%
+17,946.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.6% |
| 7D | -0.5% | +0.4% | -1.0% | -0.5% |
| 30D | +10.5% | -0.4% | +10.9% | +10.9% |
| 3M | +10.7% | -6.5% | +17.2% | +13.4% |
| 6M | +5.1% | +17.2% | -12.1% | -0.3% |
| YTD | +82.5% | +38.2% | +44.3% | +63.3% |
| 1Y | +98.2% | +49.3% | +48.9% | +72.8% |
| 3Y | +128.4% | +181.9% | -53.5% | +60.8% |
| 5Y | +89.0% | +106.9% | -17.9% | +43.5% |
| 10Y | +481.5% | +203.1% | +278.4% | +270.5% |
| All | +24,581.9% | +6,635.6% | +17,946.3% | +3,612.9% |
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