+125.8%
TXN vs APLD
+243.4%
-117.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.8% | +2.9% | -2.4% |
| 7D | +9.5% | +2.7% | +6.8% | +9.3% |
| 30D | +8.7% | -21.4% | +30.1% | +10.2% |
| 3M | +11.6% | -47.8% | +59.4% | +15.8% |
| 6M | +0.1% | -64.9% | +65.0% | +5.6% |
| YTD | +78.8% | -34.9% | +113.7% | +81.5% |
| 1Y | +91.2% | -30.7% | +122.0% | +93.1% |
| 3Y | +125.8% | +305.3% | -179.5% | +103.3% |
| All | +125.8% | +243.4% | -117.6% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling