+27.2%
APA vs TXT
+7.8%
+19.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.4% |
| 7D | -15.5% | -2.5% | -13.0% | -14.8% |
| 30D | +2.4% | +14.4% | -12.0% | -3.7% |
| 3M | +22.8% | -4.9% | +27.7% | +24.8% |
| 6M | +17.9% | -10.2% | +28.2% | +21.6% |
| YTD | +87.7% | -4.1% | +91.8% | +81.4% |
| 1Y | +94.2% | +4.0% | +90.2% | +76.8% |
| 3Y | +27.2% | +8.0% | +19.3% | +1.6% |
| All | +27.2% | +7.8% | +19.4% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling