+59.9%
TXN vs ADP
+43.9%
+16.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.4% |
| 7D | +2.7% | -5.7% | +8.3% | +4.7% |
| 30D | -6.7% | -3.1% | -3.6% | -5.9% |
| 3M | -8.9% | +15.6% | -24.5% | -15.1% |
| 6M | +34.7% | +20.8% | +13.9% | +21.8% |
| YTD | +53.3% | +4.7% | +48.6% | +50.1% |
| 1Y | +45.0% | -8.3% | +53.3% | +53.9% |
| 3Y | +73.1% | +13.6% | +59.6% | +59.8% |
| 5Y | +59.9% | +45.0% | +14.9% | +24.8% |
| All | +59.9% | +43.9% | +16.0% | +24.8% |
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 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