+71.9%
TXN vs STZ
-49.9%
+121.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | +2.7% | -6.0% | +8.7% | +3.9% |
| 30D | -6.7% | -8.9% | +2.2% | -5.1% |
| 3M | -8.9% | -12.6% | +3.6% | -6.7% |
| 6M | +34.7% | -17.2% | +51.9% | +39.6% |
| YTD | +53.3% | -10.0% | +63.3% | +53.8% |
| 1Y | +45.0% | -14.3% | +59.3% | +47.3% |
| All | +71.9% | -49.9% | +121.8% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling