+59.9%
TXN vs STZ
-38.0%
+97.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | +2.7% | -6.0% | +8.7% | +4.4% |
| 30D | -6.7% | -8.9% | +2.2% | -4.5% |
| 3M | -8.9% | -12.6% | +3.6% | -5.9% |
| 6M | +34.7% | -17.2% | +51.9% | +41.3% |
| YTD | +53.3% | -10.0% | +63.3% | +54.6% |
| 1Y | +45.0% | -14.3% | +59.3% | +48.6% |
| 3Y | +73.1% | -49.9% | +123.0% | +110.4% |
| 5Y | +59.9% | -38.2% | +98.2% | +71.9% |
| All | +59.9% | -38.0% | +97.9% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling