+14.1%
APD vs TXG
-63.0%
+77.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.7% |
| 7D | -0.2% | -3.7% | +3.4% | 0.0% |
| 30D | +11.0% | -22.0% | +33.0% | +13.0% |
| 3M | +2.0% | +7.4% | -5.4% | +0.1% |
| 6M | +7.1% | +191.2% | -184.2% | -5.7% |
| YTD | +29.8% | +285.7% | -255.9% | +9.6% |
| 1Y | +24.0% | +268.3% | -244.2% | +5.1% |
| 3Y | +27.2% | +77.3% | -50.1% | +11.5% |
| All | +14.1% | -63.0% | +77.2% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling