+78.4%
TXN vs APH
+313.0%
-234.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +8.2% | -1.6% | +2.5% |
| 7D | -2.1% | +1.1% | -3.2% | -2.7% |
| 30D | +4.7% | -7.5% | +12.2% | +8.6% |
| 3M | +3.9% | -4.4% | +8.3% | +5.6% |
| 6M | +3.8% | +26.5% | -22.7% | -8.6% |
| YTD | +74.2% | +20.0% | +54.1% | +49.1% |
| 1Y | +88.2% | +16.9% | +71.3% | +62.7% |
| 3Y | +124.0% | +288.5% | -164.5% | -26.1% |
| 5Y | +78.4% | +310.3% | -231.9% | -43.9% |
| All | +78.4% | +313.0% | -234.6% | -43.9% |
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