+97.9%
APA vs TXG
+392.4%
-294.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | +0.8% | +5.0% | -4.2% | +1.0% |
| 30D | +9.6% | +13.5% | -3.9% | +10.2% |
| 3M | +18.0% | +128.0% | -110.0% | +24.6% |
| 6M | +41.9% | +224.4% | -182.6% | +49.4% |
| YTD | +86.3% | +307.0% | -220.7% | +92.3% |
| 1Y | +97.9% | +427.2% | -329.4% | +96.1% |
| All | +97.9% | +392.4% | -294.6% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling