+29.1%
APD vs TXG
+65.2%
-36.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +3.8% | -1.8% | +5.7% | +3.9% |
| 30D | +8.2% | -20.4% | +28.6% | +9.2% |
| 3M | +4.3% | +0.1% | +4.2% | +3.4% |
| 6M | +4.7% | +176.2% | -171.5% | -3.2% |
| YTD | +31.5% | +256.8% | -225.2% | +18.1% |
| 1Y | +23.5% | +255.9% | -232.4% | +10.7% |
| 3Y | +29.1% | +60.2% | -31.1% | +18.4% |
| All | +29.1% | +65.2% | -36.1% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling