-0.9%
APA vs TXT
+115.3%
-116.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.9% |
| 7D | -8.7% | -3.5% | -5.2% | -6.3% |
| 30D | -2.4% | +15.2% | -17.6% | -13.5% |
| 3M | +19.0% | -4.5% | +23.5% | +21.2% |
| 6M | +26.8% | -6.1% | +32.9% | +27.6% |
| YTD | +87.3% | -2.0% | +89.3% | +77.4% |
| 1Y | +92.3% | +4.2% | +88.1% | +72.8% |
| 3Y | +37.3% | +14.4% | +22.9% | +10.9% |
| 5Y | +73.2% | +12.3% | +60.9% | +38.3% |
| 10Y | -0.9% | +101.8% | -102.7% | -41.8% |
| All | -0.9% | +115.3% | -116.2% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling