+70.7%
APD vs TXG
+9.4%
+61.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.1% | +0.8% |
| 7D | +2.2% | +1.8% | +0.4% | +1.9% |
| 30D | +9.4% | -17.7% | +27.1% | +10.9% |
| 3M | +4.7% | +2.3% | +2.3% | +3.1% |
| 6M | +5.5% | +182.5% | -177.0% | -7.4% |
| YTD | +31.4% | +262.4% | -230.9% | +10.9% |
| 1Y | +24.1% | +254.1% | -230.0% | +4.7% |
| 3Y | +28.8% | +66.6% | -37.8% | +12.7% |
| 5Y | +15.8% | -64.5% | +80.3% | +14.8% |
| All | +70.7% | +9.4% | +61.2% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling