+24,581.9%
TXN vs APD
+6,445.2%
+18,136.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.7% |
| 7D | -0.5% | -1.2% | +0.6% | +0.1% |
| 30D | +10.5% | +11.0% | -0.5% | +5.6% |
| 3M | +10.7% | +2.6% | +8.1% | +9.3% |
| 6M | +5.1% | +4.8% | +0.3% | +2.5% |
| YTD | +82.5% | +31.0% | +51.5% | +60.6% |
| 1Y | +98.2% | +23.4% | +74.8% | +78.5% |
| 3Y | +128.4% | +28.4% | +100.0% | +97.3% |
| 5Y | +89.0% | +15.2% | +73.8% | +68.8% |
| 10Y | +481.5% | +190.7% | +290.8% | +243.4% |
| All | +24,581.9% | +6,445.2% | +18,136.7% | +3,780.2% |
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