-55.4%
APP vs TXG
+406.9%
-462.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.4% | +7.3% | +9.8% |
| 7D | +4.5% | -19.3% | +23.8% | +10.3% |
| 30D | -3.6% | -30.9% | +27.3% | +5.0% |
| 3M | -35.3% | +41.1% | -76.3% | -43.3% |
| 6M | -42.8% | +211.9% | -254.7% | -61.8% |
| YTD | -59.7% | +314.0% | -373.6% | -75.6% |
| 1Y | -55.4% | +405.4% | -460.7% | -74.0% |
| All | -55.4% | +406.9% | -462.3% | -74.0% |
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