+99.7%
TXN vs APLD
-46.0%
+145.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.4% | +0.6% |
| 7D | +1.0% | -18.5% | +19.6% | +3.8% |
| 30D | +6.1% | -32.8% | +38.9% | +11.6% |
| 3M | +10.4% | -46.9% | +57.2% | +19.3% |
| 6M | +12.6% | -53.4% | +66.0% | +22.3% |
| YTD | +83.5% | -32.3% | +115.7% | +89.2% |
| 1Y | +99.7% | -46.5% | +146.2% | +109.2% |
| All | +99.7% | -46.0% | +145.7% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 1y: compounded portfolio wealth divided by compounded APLD 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…
1y analysis · Full analysis span regression · 6 months rolling