+400.7%
TXN vs ADM
+178.5%
+222.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +2.0% | +3.0% | -1.0% | +0.8% |
| 30D | -8.0% | +8.7% | -16.7% | -11.1% |
| 3M | -7.8% | +7.6% | -15.4% | -10.8% |
| 6M | +32.4% | +26.9% | +5.5% | +19.3% |
| YTD | +51.7% | +54.3% | -2.6% | +25.9% |
| 1Y | +44.3% | +45.7% | -1.4% | +21.9% |
| 3Y | +71.3% | +21.9% | +49.4% | +51.1% |
| 5Y | +56.4% | +67.2% | -10.7% | +12.1% |
| All | +400.7% | +178.5% | +222.2% | +168.1% |
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