+469.9%
TXN vs APH
+938.3%
-468.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +2.2% |
| 7D | -3.8% | -5.0% | +1.2% | -0.8% |
| 30D | +6.4% | -8.4% | +14.8% | +11.8% |
| 3M | +7.7% | -4.5% | +12.2% | +9.7% |
| 6M | +5.5% | +25.3% | -19.8% | -10.1% |
| YTD | +77.0% | +18.9% | +58.1% | +46.9% |
| 1Y | +91.2% | +11.9% | +79.3% | +64.5% |
| 3Y | +121.5% | +278.0% | -156.4% | -30.2% |
| 5Y | +84.9% | +306.4% | -221.5% | -45.5% |
| 10Y | +469.9% | +955.2% | -485.3% | -22.1% |
| All | +469.9% | +938.3% | -468.4% | -22.1% |
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