+24,087.2%
TXN vs APD
+6,473.2%
+17,613.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | +9.5% | +3.8% | +5.6% | +7.7% |
| 30D | +8.7% | +8.2% | +0.5% | +5.1% |
| 3M | +11.6% | +4.3% | +7.3% | +9.4% |
| 6M | +0.1% | +4.7% | -4.6% | -2.3% |
| YTD | +78.8% | +31.5% | +47.3% | +57.0% |
| 1Y | +91.2% | +23.5% | +67.7% | +72.1% |
| 3Y | +125.8% | +29.1% | +96.7% | +94.6% |
| 5Y | +83.8% | +15.9% | +67.9% | +63.7% |
| 10Y | +469.9% | +191.9% | +277.9% | +235.9% |
| All | +24,087.2% | +6,473.2% | +17,613.9% | +3,695.2% |
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