+468.5%
TXN vs STZ
+13.4%
+455.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.1% |
| 7D | +9.5% | +2.6% | +6.9% | +8.6% |
| 30D | +8.7% | +15.2% | -6.5% | +3.5% |
| 3M | +11.6% | +7.6% | +3.9% | +8.2% |
| 6M | +0.1% | +5.3% | -5.2% | -2.8% |
| YTD | +78.8% | +8.6% | +70.2% | +69.9% |
| 1Y | +91.2% | +15.6% | +75.6% | +77.4% |
| 3Y | +125.8% | -35.2% | +161.0% | +153.1% |
| 5Y | +83.8% | -29.1% | +112.9% | +97.5% |
| All | +468.5% | +13.4% | +455.1% | +404.8% |
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