+57.2%
TXN vs APH
+350.9%
-293.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.4% |
| 7D | -0.1% | +5.0% | -5.0% | -2.6% |
| 30D | -6.9% | -3.9% | -3.1% | -5.3% |
| 3M | -14.9% | +13.0% | -27.9% | -20.2% |
| 6M | +29.0% | +25.2% | +3.8% | +13.8% |
| YTD | +51.5% | +22.9% | +28.5% | +28.5% |
| 1Y | +41.6% | +47.8% | -6.3% | +4.1% |
| 3Y | +65.8% | +283.0% | -217.2% | -44.4% |
| All | +57.2% | +350.9% | -293.7% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling