+485.1%
TXN vs APD
+191.6%
+293.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | +12.3% | +2.2% | +10.2% | +11.2% |
| 30D | +9.1% | +9.4% | -0.3% | +4.1% |
| 3M | +13.5% | +4.7% | +8.9% | +10.7% |
| 6M | +6.9% | +5.5% | +1.4% | +3.4% |
| YTD | +84.0% | +31.4% | +52.6% | +57.5% |
| 1Y | +95.8% | +24.1% | +71.7% | +72.0% |
| 3Y | +130.3% | +28.8% | +101.6% | +91.6% |
| 5Y | +89.2% | +15.8% | +73.4% | +63.3% |
| All | +485.1% | +191.6% | +293.5% | +172.0% |
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 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