+5.1%
TXN vs ADP
+47.1%
-42.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.3% |
| 7D | -0.5% | +0.9% | -1.5% | +0.3% |
| 30D | +10.5% | +11.9% | -1.4% | +20.9% |
| 3M | +10.7% | +13.7% | -3.0% | +23.4% |
| 6M | +5.1% | +46.8% | -41.7% | +52.3% |
| All | +5.1% | +47.1% | -42.0% | +52.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling