+419.8%
TXN vs APA
-2.4%
+422.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.8% |
| 7D | +4.0% | +4.6% | -0.6% | +3.3% |
| 30D | -2.9% | +11.9% | -14.8% | -4.5% |
| 3M | -9.1% | +22.5% | -31.6% | -12.2% |
| 6M | +36.6% | +37.5% | -0.9% | +28.7% |
| YTD | +57.5% | +87.2% | -29.7% | +40.8% |
| 1Y | +49.5% | +101.4% | -51.9% | +31.7% |
| 3Y | +76.5% | +16.9% | +59.6% | +63.9% |
| 5Y | +62.4% | +178.4% | -116.1% | +30.1% |
| All | +419.8% | -2.4% | +422.1% | +308.9% |
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