+59.9%
TXN vs APD
+25.2%
+34.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.4% |
| 7D | +2.7% | -4.6% | +7.3% | +4.6% |
| 30D | -6.7% | -4.2% | -2.5% | -5.2% |
| 3M | -8.9% | +5.0% | -13.9% | -11.1% |
| 6M | +34.7% | +8.9% | +25.7% | +29.5% |
| YTD | +53.3% | +21.9% | +31.4% | +40.2% |
| 1Y | +45.0% | +5.6% | +39.5% | +40.4% |
| 3Y | +73.1% | +6.9% | +66.2% | +64.3% |
| 5Y | +59.9% | +25.3% | +34.6% | +32.5% |
| All | +59.9% | +25.2% | +34.7% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling