+96.2%
TXN vs APLD
+254.9%
-158.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.6% |
| 7D | -3.8% | -6.3% | +2.5% | -3.5% |
| 30D | +6.4% | -29.6% | +36.0% | +8.3% |
| 3M | +7.7% | -42.6% | +50.3% | +10.6% |
| 6M | +5.5% | -59.6% | +65.0% | +9.7% |
| YTD | +77.0% | -32.0% | +109.0% | +78.4% |
| 1Y | +91.2% | -46.9% | +138.2% | +94.1% |
| 3Y | +121.5% | +255.7% | -134.1% | +94.3% |
| All | +96.2% | +254.9% | -158.7% | +58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling