+21,591.7%
TXN vs STZ
+9,621.1%
+11,970.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | -0.1% | -1.9% | +1.8% | +0.4% |
| 30D | -6.9% | -1.9% | -5.1% | -6.7% |
| 3M | -14.9% | -6.2% | -8.7% | -14.1% |
| 6M | +29.0% | -14.0% | +43.0% | +32.7% |
| YTD | +51.5% | -5.1% | +56.6% | +51.8% |
| 1Y | +41.6% | -9.6% | +51.1% | +43.2% |
| 3Y | +65.8% | -47.2% | +113.1% | +87.4% |
| 5Y | +56.8% | -33.6% | +90.4% | +67.9% |
| 10Y | +387.5% | -9.8% | +397.2% | +379.0% |
| All | +21,591.7% | +9,621.1% | +11,970.6% | +7,857.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling