+71.3%
TXN vs APD
+10.0%
+61.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +2.2% | -2.5% | +4.7% | +3.0% |
| 30D | -9.5% | -1.9% | -7.6% | -9.0% |
| 3M | -10.5% | +8.2% | -18.8% | -13.2% |
| 6M | +35.4% | +10.7% | +24.6% | +30.6% |
| YTD | +51.8% | +22.9% | +28.8% | +41.2% |
| 1Y | +42.9% | +5.8% | +37.2% | +39.8% |
| 3Y | +71.3% | +7.8% | +63.6% | +64.9% |
| All | +71.3% | +10.0% | +61.4% | +64.9% |
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