+25,506.5%
TXN vs STZ
+11,030.9%
+14,475.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.0% |
| 7D | +9.5% | +2.6% | +6.9% | +8.9% |
| 30D | +8.7% | +15.2% | -6.5% | +5.1% |
| 3M | +11.6% | +7.6% | +3.9% | +9.2% |
| 6M | +0.1% | +5.3% | -5.2% | -1.9% |
| YTD | +78.8% | +8.6% | +70.2% | +73.1% |
| 1Y | +91.2% | +15.6% | +75.6% | +82.4% |
| 3Y | +125.8% | -35.2% | +161.0% | +142.7% |
| 5Y | +83.8% | -29.1% | +112.9% | +93.1% |
| 10Y | +469.9% | +12.9% | +456.9% | +432.0% |
| All | +25,506.5% | +11,030.9% | +14,475.6% | +8,975.7% |
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