+44.3%
TXN vs APA
+111.4%
-67.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | +2.0% | +0.8% | +1.2% | +2.0% |
| 30D | -8.0% | +9.6% | -17.6% | -7.7% |
| 3M | -7.8% | +18.0% | -25.8% | -6.9% |
| 6M | +32.4% | +41.9% | -9.5% | +30.4% |
| YTD | +51.7% | +86.3% | -34.6% | +44.2% |
| 1Y | +44.3% | +97.9% | -53.6% | +38.1% |
| All | +44.3% | +111.4% | -67.1% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling