+26.1%
APD vs TXG
-65.4%
+91.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -1.6% |
| 7D | -2.5% | +9.4% | -11.9% | -3.3% |
| 30D | -1.9% | +26.1% | -28.0% | -4.2% |
| 3M | +8.2% | +124.8% | -116.6% | -0.6% |
| 6M | +10.7% | +215.2% | -204.5% | -2.4% |
| YTD | +22.9% | +302.2% | -279.3% | +4.9% |
| 1Y | +5.8% | +370.9% | -365.1% | -12.2% |
| 3Y | +7.8% | +38.5% | -30.7% | -1.2% |
| 5Y | +26.1% | -64.4% | +90.5% | +16.3% |
| All | +26.1% | -65.4% | +91.5% | +16.3% |
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