+468.5%
TXN vs ADM
+133.7%
+334.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.7% | -5.6% | -3.9% |
| 7D | +9.5% | +4.2% | +5.3% | +7.7% |
| 30D | +8.7% | -12.8% | +21.5% | +14.2% |
| 3M | +11.6% | -8.5% | +20.0% | +14.5% |
| 6M | +0.1% | -10.9% | +11.0% | +3.4% |
| YTD | +78.8% | +29.4% | +49.4% | +57.2% |
| 1Y | +91.2% | +27.5% | +63.7% | +68.9% |
| 3Y | +125.8% | +10.3% | +115.5% | +103.8% |
| 5Y | +83.8% | +27.4% | +56.4% | +46.3% |
| All | +468.5% | +133.7% | +334.7% | +223.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling