+67.9%
TXN vs APLD
+461.1%
-393.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.7% |
| 7D | -0.1% | +4.1% | -4.1% | -0.3% |
| 30D | -6.9% | -11.7% | +4.8% | -6.4% |
| 3M | -14.9% | -40.3% | +25.3% | -12.9% |
| 6M | +29.0% | -8.0% | +37.0% | +28.8% |
| YTD | +51.5% | +7.5% | +43.9% | +49.4% |
| 1Y | +41.6% | +84.0% | -42.5% | +35.5% |
| 3Y | +65.8% | +356.2% | -290.4% | +43.3% |
| All | +67.9% | +461.1% | -393.2% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling