+39.4%
APA vs TXT
-20.2%
+59.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.4% |
| 7D | +0.5% | -4.8% | +5.3% | -1.9% |
| 30D | +23.4% | -10.6% | +34.0% | +16.5% |
| 3M | +12.7% | -13.2% | +25.9% | +5.9% |
| 6M | +39.4% | -20.3% | +59.8% | +30.0% |
| All | +39.4% | -20.2% | +59.6% | +30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling