+93.1%
TXN vs APLD
+255.7%
-162.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.5% | -0.9% | +6.2% |
| 7D | -2.1% | +3.1% | -5.2% | -2.3% |
| 30D | +4.7% | -29.4% | +34.1% | +6.5% |
| 3M | +3.9% | -42.8% | +46.7% | +6.7% |
| 6M | +3.8% | -59.5% | +63.3% | +7.9% |
| YTD | +74.2% | -31.8% | +106.0% | +75.5% |
| 1Y | +88.2% | -46.0% | +134.2% | +90.9% |
| 3Y | +124.0% | +252.0% | -128.0% | +96.5% |
| All | +93.1% | +255.7% | -162.7% | +55.4% |
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