-2.6%
APA vs TXT
+100.3%
-102.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.5% | +2.6% |
| 7D | +0.3% | +0.8% | -0.5% | -0.3% |
| 30D | +9.3% | -10.4% | +19.7% | +18.6% |
| 3M | +23.3% | -14.3% | +37.7% | +35.9% |
| 6M | +39.5% | -15.1% | +54.6% | +51.6% |
| YTD | +87.6% | -8.3% | +95.9% | +89.6% |
| 1Y | +114.2% | -0.7% | +114.9% | +101.5% |
| 3Y | +13.6% | +6.0% | +7.6% | -1.6% |
| 5Y | +175.6% | +12.5% | +163.1% | +121.3% |
| 10Y | -2.6% | +103.2% | -105.8% | -46.3% |
| All | -2.6% | +100.3% | -102.9% | -46.3% |
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