+68.2%
TXN vs APLD
+502.3%
-434.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.4% | -7.2% | -0.2% |
| 7D | +2.2% | +16.6% | -14.3% | +1.4% |
| 30D | -9.5% | -3.1% | -6.4% | -9.4% |
| 3M | -10.5% | -30.9% | +20.3% | -9.1% |
| 6M | +35.4% | +12.6% | +22.8% | +33.9% |
| YTD | +51.8% | +15.5% | +36.3% | +49.1% |
| 1Y | +42.9% | +103.5% | -60.6% | +36.1% |
| 3Y | +71.3% | +446.5% | -375.2% | +46.9% |
| All | +68.2% | +502.3% | -434.1% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling