+57.5%
APD vs TXG
+22.9%
+34.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.4% |
| 7D | -3.5% | +5.0% | -8.5% | -4.0% |
| 30D | -5.1% | +13.5% | -18.6% | -6.4% |
| 3M | +6.9% | +128.0% | -121.2% | -2.7% |
| 6M | +8.1% | +224.4% | -216.4% | -6.0% |
| YTD | +21.2% | +307.0% | -285.7% | +2.2% |
| 1Y | +4.9% | +427.2% | -422.4% | -15.1% |
| 3Y | +6.3% | +40.2% | -33.9% | -3.7% |
| 5Y | +24.3% | -64.0% | +88.3% | +24.3% |
| All | +57.5% | +22.9% | +34.5% | +23.0% |
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