+88.2%
TXN vs APLD
-48.0%
+136.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.5% | -0.9% | +5.5% |
| 7D | -2.1% | +3.1% | -5.2% | -2.6% |
| 30D | +4.7% | -29.4% | +34.1% | +9.3% |
| 3M | +3.9% | -42.8% | +46.7% | +11.1% |
| 6M | +3.8% | -59.5% | +63.3% | +14.5% |
| YTD | +74.2% | -31.8% | +106.0% | +80.0% |
| All | +88.2% | -48.0% | +136.2% | +97.2% |
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