+71.9%
TXN vs APA
+12.6%
+59.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -1.9% | +0.5% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | -6.7% | +9.3% | -16.0% | -8.2% |
| 3M | -8.9% | +23.3% | -32.2% | -12.7% |
| 6M | +34.7% | +39.5% | -4.8% | +23.8% |
| YTD | +53.3% | +87.6% | -34.3% | +30.2% |
| 1Y | +45.0% | +114.2% | -69.2% | +17.9% |
| All | +71.9% | +12.6% | +59.2% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling