+99.7%
TXN vs STZ
+14.7%
+85.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | -0.1% |
| 7D | +1.0% | +13.0% | -12.0% | +1.6% |
| 30D | +6.1% | +29.4% | -23.3% | +6.3% |
| 3M | +10.4% | +11.6% | -1.2% | +11.0% |
| 6M | +12.6% | -0.2% | +12.8% | +14.8% |
| YTD | +83.5% | +8.6% | +74.9% | +77.9% |
| 1Y | +99.7% | +15.9% | +83.8% | +91.5% |
| All | +99.7% | +14.7% | +85.0% | +91.5% |
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