+190.7%
APD vs TXT
+98.8%
+91.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.3% |
| 7D | -1.2% | -0.8% | -0.3% | -0.9% |
| 30D | +11.0% | +13.4% | -2.4% | +5.9% |
| 3M | +2.6% | -2.5% | +5.1% | +3.0% |
| 6M | +4.8% | -6.2% | +11.0% | +6.3% |
| YTD | +31.0% | -1.3% | +32.3% | +29.6% |
| 1Y | +23.4% | +4.3% | +19.1% | +19.6% |
| 3Y | +28.4% | +13.2% | +15.1% | +18.4% |
| 5Y | +15.2% | +12.4% | +2.8% | +4.7% |
| 10Y | +190.7% | +94.8% | +95.9% | +105.6% |
| All | +190.7% | +98.8% | +91.9% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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