+16.4%
APH vs TXG
+406.9%
-390.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.4% | -9.6% | -6.7% |
| 7D | -2.4% | -19.3% | +16.8% | +0.9% |
| 30D | -9.5% | -30.9% | +21.5% | -4.7% |
| 3M | -7.6% | +41.1% | -48.7% | -15.1% |
| 6M | +12.4% | +211.9% | -199.5% | -10.6% |
| YTD | +17.5% | +314.0% | -296.5% | -11.6% |
| 1Y | +16.4% | +405.4% | -389.0% | -15.5% |
| All | +16.4% | +406.9% | -390.5% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling