+400.7%
TXN vs STZ
-10.3%
+411.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -2.9% | -1.7% |
| 7D | +2.0% | -4.1% | +6.1% | +3.3% |
| 30D | -8.0% | -7.6% | -0.4% | -5.8% |
| 3M | -7.8% | -12.3% | +4.5% | -4.2% |
| 6M | +32.4% | -16.3% | +48.7% | +39.2% |
| YTD | +51.7% | -8.4% | +60.0% | +53.1% |
| 1Y | +44.3% | -10.8% | +55.1% | +46.8% |
| 3Y | +71.3% | -49.0% | +120.3% | +109.2% |
| 5Y | +56.4% | -36.5% | +92.9% | +74.5% |
| All | +400.7% | -10.3% | +411.0% | +389.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling