+91.2%
TXN vs ADP
+26.1%
+65.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.5% |
| 7D | +9.5% | +2.2% | +7.3% | +10.6% |
| 30D | +8.7% | +10.6% | -1.9% | +14.3% |
| 3M | +11.6% | +12.9% | -1.3% | +18.8% |
| 6M | +0.1% | +50.6% | -50.5% | +19.6% |
| YTD | +78.8% | +23.2% | +55.6% | +124.6% |
| 1Y | +91.2% | +25.3% | +66.0% | +136.0% |
| All | +91.2% | +26.1% | +65.1% | +136.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling