+115.2%
APA vs TXG
+16.0%
+99.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | +0.5% | +1.8% | -1.3% | +0.2% |
| 30D | +23.4% | +32.0% | -8.6% | +18.1% |
| 3M | +12.7% | +87.0% | -74.3% | +1.1% |
| 6M | +39.4% | +180.1% | -140.6% | +15.3% |
| YTD | +79.0% | +284.1% | -205.2% | +39.1% |
| 1Y | +88.8% | +361.7% | -272.9% | +39.7% |
| 3Y | +6.4% | +15.9% | -9.6% | -6.5% |
| 5Y | +153.0% | -66.2% | +219.2% | +163.6% |
| All | +115.2% | +16.0% | +99.2% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling