+468.5%
TXN vs APA
+8.7%
+459.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.5% | -3.1% |
| 7D | +9.5% | +8.5% | +0.9% | +8.2% |
| 30D | +8.7% | +2.8% | +5.9% | +8.1% |
| 3M | +11.6% | +21.7% | -10.1% | +8.0% |
| 6M | +0.1% | +32.6% | -32.5% | -4.8% |
| YTD | +78.8% | +103.7% | -24.9% | +57.5% |
| 1Y | +91.2% | +101.8% | -10.6% | +68.6% |
| 3Y | +125.8% | +48.1% | +77.8% | +102.4% |
| 5Y | +83.8% | +91.9% | -8.1% | +54.6% |
| All | +468.5% | +8.7% | +459.8% | +340.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling