+130.4%
TXN vs APD
+29.2%
+101.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.8% |
| 7D | -0.5% | -1.2% | +0.6% | 0.0% |
| 30D | +10.5% | +11.0% | -0.5% | +6.8% |
| 3M | +10.7% | +2.6% | +8.1% | +9.8% |
| 6M | +5.1% | +4.8% | +0.3% | +3.1% |
| YTD | +82.5% | +31.0% | +51.5% | +65.7% |
| 1Y | +98.2% | +23.4% | +74.8% | +83.3% |
| All | +130.4% | +29.2% | +101.3% | +115.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling