+99.7%
TXN vs APD
+36.4%
+63.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | +1.0% | +3.8% | -2.8% | +0.3% |
| 30D | +6.1% | +14.1% | -8.0% | +3.5% |
| 3M | +10.4% | +8.2% | +2.2% | +8.6% |
| 6M | +12.6% | +7.5% | +5.0% | +10.0% |
| YTD | +83.5% | +31.7% | +51.8% | +77.4% |
| 1Y | +99.7% | +35.1% | +64.6% | +94.0% |
| All | +99.7% | +36.4% | +63.4% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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