+419.8%
TXN vs ADP
+286.3%
+133.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.3% |
| 7D | +4.0% | -2.8% | +6.7% | +5.4% |
| 30D | -2.9% | +0.2% | -3.1% | -3.3% |
| 3M | -9.1% | +20.5% | -29.6% | -19.4% |
| 6M | +36.6% | +28.8% | +7.9% | +14.5% |
| YTD | +57.5% | +6.6% | +50.9% | +47.3% |
| 1Y | +49.5% | -6.9% | +56.4% | +52.1% |
| 3Y | +76.5% | +16.1% | +60.4% | +54.4% |
| 5Y | +62.4% | +49.3% | +13.0% | +19.2% |
| All | +419.8% | +286.3% | +133.5% | +140.6% |
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