+485.1%
TXN vs ADP
+319.4%
+165.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | +12.3% | +0.3% | +12.1% | +12.2% |
| 30D | +9.1% | +11.6% | -2.5% | +2.6% |
| 3M | +13.5% | +15.1% | -1.5% | +4.5% |
| 6M | +6.9% | +46.0% | -39.1% | -15.8% |
| YTD | +84.0% | +22.4% | +61.6% | +59.2% |
| 1Y | +95.8% | +24.5% | +71.3% | +67.4% |
| 3Y | +130.3% | +44.8% | +85.5% | +77.2% |
| 5Y | +89.2% | +49.1% | +40.1% | +40.5% |
| All | +485.1% | +319.4% | +165.7% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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