+99.7%
TXN vs ADM
+29.8%
+69.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.3% |
| 7D | +1.0% | -8.3% | +9.3% | +1.2% |
| 30D | +6.1% | -14.1% | +20.2% | +6.6% |
| 3M | +10.4% | -10.7% | +21.1% | +10.4% |
| 6M | +12.6% | -5.9% | +18.5% | +12.1% |
| YTD | +83.5% | +25.8% | +57.7% | +76.9% |
| 1Y | +99.7% | +21.3% | +78.4% | +92.4% |
| All | +99.7% | +29.8% | +69.9% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling