+132.4%
TXN vs STZ
-35.4%
+167.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | +12.3% | 0.0% | +12.3% | +12.3% |
| 30D | +9.1% | +14.7% | -5.6% | +6.6% |
| 3M | +13.5% | +8.8% | +4.7% | +11.9% |
| 6M | +6.9% | +3.1% | +3.9% | +6.3% |
| YTD | +84.0% | +7.9% | +76.1% | +78.8% |
| 1Y | +95.8% | +14.2% | +81.6% | +87.1% |
| All | +132.4% | -35.4% | +167.8% | +143.6% |
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