+1,278.0%
AAPL vs TXN
+432.6%
+845.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | -0.1% |
| 7D | +3.8% | +4.0% | -0.1% | +1.8% |
| 30D | +9.9% | -2.9% | +12.8% | +11.1% |
| 3M | +12.5% | -9.1% | +21.6% | +15.5% |
| 6M | +27.6% | +36.6% | -9.0% | +2.5% |
| YTD | +22.6% | +57.5% | -34.9% | -10.2% |
| 1Y | +45.0% | +49.5% | -4.6% | +8.6% |
| 3Y | +87.8% | +76.5% | +11.2% | +18.7% |
| 5Y | +128.7% | +62.4% | +66.3% | +50.4% |
| All | +1,278.0% | +432.6% | +845.4% | +345.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 10y: compounded portfolio wealth divided by compounded TXN 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…
10y analysis · Full analysis span regression · 6 months rolling