+175.6%
APA vs TXG
-63.6%
+239.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +2.6% |
| 7D | +0.3% | +9.1% | -8.8% | -0.8% |
| 30D | +9.3% | +14.9% | -5.6% | +7.3% |
| 3M | +23.3% | +120.0% | -96.6% | +10.6% |
| 6M | +39.5% | +221.8% | -182.3% | +16.7% |
| YTD | +87.6% | +312.6% | -225.0% | +50.0% |
| 1Y | +114.2% | +398.4% | -284.2% | +63.9% |
| 3Y | +13.6% | +42.1% | -28.5% | -2.4% |
| 5Y | +175.6% | -63.5% | +239.0% | +167.3% |
| All | +175.6% | -63.6% | +239.2% | +167.3% |
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