+29.0%
TXN vs APLD
-2.9%
+31.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.4% |
| 7D | -0.1% | +4.1% | -4.1% | -1.0% |
| 30D | -6.9% | -11.7% | +4.8% | -4.5% |
| 3M | -14.9% | -40.3% | +25.3% | -5.2% |
| 6M | +29.0% | -8.0% | +37.0% | +25.0% |
| All | +29.0% | -2.9% | +31.9% | +25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling