+89.0%
TXN vs ADP
+49.7%
+39.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | -0.5% | +0.9% | -1.5% | -0.9% |
| 30D | +10.5% | +11.9% | -1.4% | +6.2% |
| 3M | +10.7% | +13.7% | -3.0% | +5.5% |
| 6M | +5.1% | +46.8% | -41.7% | -11.6% |
| YTD | +82.5% | +21.8% | +60.7% | +69.4% |
| 1Y | +98.2% | +23.5% | +74.7% | +82.2% |
| 3Y | +128.4% | +44.1% | +84.3% | +89.4% |
| 5Y | +89.0% | +49.9% | +39.2% | +48.3% |
| All | +89.0% | +49.7% | +39.3% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling