+24,794.6%
TXN vs ADP
+12,398.7%
+12,395.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | +12.3% | +0.3% | +12.1% | +12.2% |
| 30D | +9.1% | +11.6% | -2.5% | +2.0% |
| 3M | +13.5% | +15.1% | -1.5% | +3.7% |
| 6M | +6.9% | +46.0% | -39.1% | -16.9% |
| YTD | +84.0% | +22.4% | +61.6% | +55.9% |
| 1Y | +95.8% | +24.5% | +71.3% | +64.1% |
| 3Y | +130.3% | +44.8% | +85.5% | +75.3% |
| 5Y | +89.2% | +49.1% | +40.1% | +39.8% |
| 10Y | +486.5% | +320.9% | +165.6% | +129.8% |
| All | +24,794.6% | +12,398.7% | +12,395.9% | +1,451.4% |
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