+24,087.2%
TXN vs ADP
+12,480.3%
+11,606.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.2% |
| 7D | +9.5% | +2.2% | +7.3% | +8.1% |
| 30D | +8.7% | +10.6% | -1.9% | +2.2% |
| 3M | +11.6% | +12.9% | -1.3% | +3.0% |
| 6M | +0.1% | +50.6% | -50.5% | -23.6% |
| YTD | +78.8% | +23.2% | +55.6% | +50.9% |
| 1Y | +91.2% | +25.3% | +66.0% | +59.7% |
| 3Y | +125.8% | +47.1% | +78.7% | +70.3% |
| 5Y | +83.8% | +50.1% | +33.7% | +35.3% |
| 10Y | +469.9% | +323.6% | +146.2% | +122.4% |
| All | +24,087.2% | +12,480.3% | +11,606.9% | +1,401.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling