+41.6%
TXN vs APD
+6.0%
+35.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | -0.1% | -2.2% | +2.1% | +0.4% |
| 30D | -6.9% | +2.1% | -9.0% | -7.5% |
| 3M | -14.9% | +7.2% | -22.1% | -16.8% |
| 6M | +29.0% | +11.2% | +17.8% | +26.3% |
| YTD | +51.5% | +24.4% | +27.1% | +45.5% |
| 1Y | +41.6% | +6.7% | +34.9% | +42.1% |
| All | +41.6% | +6.0% | +35.5% | +42.1% |
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