-0.1%
APA vs TXT
+103.6%
-103.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | 0.0% |
| 7D | -5.5% | -1.1% | -4.5% | -4.8% |
| 30D | -1.2% | +17.1% | -18.2% | -13.5% |
| 3M | +10.6% | -2.6% | +13.2% | +11.0% |
| 6M | +28.4% | -4.6% | +33.0% | +27.7% |
| YTD | +89.7% | -0.3% | +90.1% | +77.4% |
| 1Y | +90.6% | +5.9% | +84.7% | +69.2% |
| 3Y | +36.9% | +14.4% | +22.5% | +10.7% |
| 5Y | +83.2% | +15.9% | +67.4% | +42.6% |
| 10Y | -0.1% | +99.6% | -99.7% | -42.3% |
| All | -0.1% | +103.6% | -103.8% | -42.3% |
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