+90.9%
APA vs TXG
-65.2%
+156.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.2% | +1.8% |
| 7D | +8.5% | -1.8% | +10.4% | +8.6% |
| 30D | +2.8% | -20.4% | +23.2% | +4.8% |
| 3M | +21.7% | +0.1% | +21.6% | +19.8% |
| 6M | +32.6% | +176.2% | -143.6% | +13.1% |
| YTD | +103.7% | +256.8% | -153.1% | +63.8% |
| 1Y | +101.8% | +255.9% | -154.1% | +61.8% |
| 3Y | +48.1% | +60.2% | -12.2% | +22.8% |
| All | +90.9% | -65.2% | +156.0% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling