+895.0%
APA vs TXT
+2,193.3%
-1,298.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.5% |
| 3M | +22.8% | -4.9% | +27.7% | +24.4% |
| 6M | +17.9% | -10.2% | +28.2% | +20.9% |
| YTD | +87.7% | -4.1% | +91.8% | +85.4% |
| 1Y | +94.2% | +4.0% | +90.2% | +85.6% |
| 3Y | +27.2% | +8.0% | +19.3% | +19.8% |
| 5Y | +74.1% | +8.4% | +65.7% | +63.9% |
| 10Y | +2.6% | +116.6% | -114.0% | -20.3% |
| All | +895.0% | +2,193.3% | -1,298.3% | +343.0% |
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 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