+20,389.3%
TXN vs ADM
+1,908.9%
+18,480.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -0.1% | +3.8% | -3.8% | -1.2% |
| 30D | -6.9% | +9.8% | -16.7% | -9.6% |
| 3M | -14.9% | +2.1% | -17.1% | -15.7% |
| 6M | +29.0% | +27.5% | +1.5% | +19.5% |
| YTD | +51.5% | +50.2% | +1.3% | +33.7% |
| 1Y | +41.6% | +40.6% | +1.0% | +26.9% |
| 3Y | +65.8% | +17.2% | +48.6% | +52.9% |
| 5Y | +56.8% | +61.9% | -5.1% | +30.0% |
| 10Y | +387.5% | +159.3% | +228.2% | +250.0% |
| All | +20,389.3% | +1,908.9% | +18,480.5% | +7,708.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling