+848.7%
APA vs TXT
+2,070.1%
-1,221.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +0.5% | -4.8% | +5.3% | +2.5% |
| 30D | +23.4% | -10.6% | +34.0% | +28.8% |
| 3M | +12.7% | -13.2% | +25.9% | +18.0% |
| 6M | +39.4% | -20.3% | +59.8% | +49.7% |
| YTD | +79.0% | -9.3% | +88.2% | +81.8% |
| 1Y | +88.8% | -2.7% | +91.5% | +86.1% |
| 3Y | +6.4% | +1.4% | +5.0% | +3.2% |
| 5Y | +153.0% | +9.6% | +143.4% | +138.9% |
| 10Y | +7.5% | +94.9% | -87.4% | -12.8% |
| All | +848.7% | +2,070.1% | -1,221.3% | +334.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling