+71.0%
TXN vs APH
+289.3%
-218.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.5% |
| 7D | -0.1% | +5.0% | -5.0% | -2.0% |
| 30D | -6.9% | -3.9% | -3.1% | -5.6% |
| 3M | -14.9% | +13.0% | -27.9% | -18.7% |
| 6M | +29.0% | +25.2% | +3.8% | +18.1% |
| YTD | +51.5% | +22.9% | +28.5% | +33.7% |
| 1Y | +41.6% | +47.8% | -6.3% | +11.1% |
| All | +71.0% | +289.3% | -218.3% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling