+262.1%
APH vs TXG
+49.6%
+212.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.1% | +2.0% | +3.8% |
| 7D | -5.9% | -15.4% | +9.5% | -3.6% |
| 30D | -14.8% | -22.1% | +7.3% | -11.8% |
| 3M | -12.4% | +30.0% | -42.4% | -17.0% |
| 6M | +8.1% | +160.7% | -152.6% | -7.8% |
| YTD | +10.9% | +263.5% | -252.5% | -10.4% |
| 1Y | +8.8% | +356.0% | -347.2% | -15.1% |
| 3Y | +262.1% | +53.4% | +208.7% | +206.9% |
| All | +262.1% | +49.6% | +212.4% | +206.9% |
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