+20,389.4%
TXN vs ADP
+11,097.1%
+9,292.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +3.0% |
| 7D | -0.1% | -3.4% | +3.4% | +1.9% |
| 30D | -6.9% | +2.8% | -9.7% | -8.7% |
| 3M | -14.9% | +20.9% | -35.9% | -25.2% |
| 6M | +29.0% | +29.9% | -0.9% | +6.8% |
| YTD | +51.5% | +9.6% | +41.8% | +37.7% |
| 1Y | +41.6% | -5.3% | +46.8% | +40.0% |
| 3Y | +65.8% | +16.5% | +49.3% | +43.9% |
| 5Y | +56.8% | +49.4% | +7.4% | +16.2% |
| 10Y | +387.5% | +282.2% | +105.3% | +103.2% |
| All | +20,389.4% | +11,097.1% | +9,292.2% | +1,270.5% |
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