+415.7%
TXN vs APH
+1,046.4%
-630.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.3% |
| 7D | +2.7% | +1.6% | +1.0% | +1.6% |
| 30D | -6.7% | -3.0% | -3.7% | -5.3% |
| 3M | -8.9% | +5.7% | -14.7% | -12.4% |
| 6M | +34.7% | +20.0% | +14.7% | +17.9% |
| YTD | +53.3% | +20.8% | +32.5% | +26.9% |
| 1Y | +45.0% | +40.2% | +4.8% | +5.7% |
| 3Y | +73.1% | +288.1% | -215.0% | -46.0% |
| 5Y | +59.9% | +352.5% | -292.6% | -56.3% |
| 10Y | +415.7% | +1,062.5% | -646.8% | -32.3% |
| All | +415.7% | +1,046.4% | -630.7% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 10y: compounded portfolio wealth divided by compounded APH 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…
10y analysis · Full analysis span regression · 6 months rolling