+154.8%
APA vs TXT
+10.4%
+144.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +0.5% | -4.8% | +5.3% | +3.3% |
| 30D | +23.4% | -10.6% | +34.0% | +31.4% |
| 3M | +12.7% | -13.2% | +25.9% | +20.3% |
| 6M | +39.4% | -20.3% | +59.8% | +55.3% |
| YTD | +79.0% | -9.3% | +88.2% | +80.4% |
| 1Y | +88.8% | -2.7% | +91.5% | +79.9% |
| 3Y | +6.4% | +1.4% | +5.0% | -5.5% |
| All | +154.8% | +10.4% | +144.4% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling