+20,389.3%
TXN vs APD
+6,115.6%
+14,273.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | -0.1% | -2.2% | +2.1% | +0.9% |
| 30D | -6.9% | +2.1% | -9.0% | -7.9% |
| 3M | -14.9% | +7.2% | -22.1% | -17.8% |
| 6M | +29.0% | +11.2% | +17.8% | +22.5% |
| YTD | +51.5% | +24.4% | +27.1% | +36.4% |
| 1Y | +41.6% | +6.7% | +34.9% | +35.5% |
| 3Y | +65.8% | +9.2% | +56.6% | +53.1% |
| 5Y | +56.8% | +27.4% | +29.5% | +33.8% |
| 10Y | +387.5% | +164.8% | +222.6% | +199.6% |
| All | +20,389.3% | +6,115.6% | +14,273.7% | +3,196.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling