+419.8%
TXN vs APD
+166.7%
+253.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.2% |
| 7D | +4.0% | -3.3% | +7.2% | +5.8% |
| 30D | -2.9% | -4.2% | +1.3% | -0.8% |
| 3M | -9.1% | +5.4% | -14.5% | -12.1% |
| 6M | +36.6% | +6.3% | +30.4% | +31.5% |
| YTD | +57.5% | +20.3% | +37.2% | +41.2% |
| 1Y | +49.5% | +1.6% | +47.9% | +45.8% |
| 3Y | +76.5% | +4.0% | +72.5% | +64.6% |
| 5Y | +62.4% | +23.3% | +39.1% | +33.0% |
| All | +419.8% | +166.7% | +253.1% | +149.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling