+41.6%
TXN vs STZ
-10.2%
+51.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | -0.1% | -1.9% | +1.8% | +0.1% |
| 30D | -6.9% | -1.9% | -5.1% | -6.9% |
| 3M | -14.9% | -6.2% | -8.7% | -14.6% |
| 6M | +29.0% | -14.0% | +43.0% | +31.6% |
| YTD | +51.5% | -5.1% | +56.6% | +46.5% |
| 1Y | +41.6% | -9.6% | +51.1% | +36.9% |
| All | +41.6% | -10.2% | +51.7% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling