+124.0%
TXN vs APLD
+238.5%
-114.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.5% | -0.9% | +6.1% |
| 7D | -2.1% | +3.1% | -5.2% | -2.3% |
| 30D | +4.7% | -29.4% | +34.1% | +6.8% |
| 3M | +3.9% | -42.8% | +46.7% | +7.1% |
| 6M | +3.8% | -59.5% | +63.3% | +8.6% |
| YTD | +74.2% | -31.8% | +106.0% | +76.3% |
| 1Y | +88.2% | -46.0% | +134.2% | +91.7% |
| 3Y | +124.0% | +252.0% | -128.0% | +99.3% |
| All | +124.0% | +238.5% | -114.5% | +99.3% |
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