+527.5%
APP vs TXG
-70.4%
+597.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.5% | +4.4% |
| 7D | +4.6% | -1.8% | +6.4% | +5.1% |
| 30D | +56.0% | -20.4% | +76.4% | +64.4% |
| 3M | +30.8% | +0.1% | +30.8% | +24.6% |
| 6M | -9.8% | +176.2% | -186.0% | -41.1% |
| YTD | -39.3% | +256.8% | -296.1% | -64.3% |
| 1Y | -26.4% | +255.9% | -282.3% | -57.0% |
| 3Y | +887.9% | +60.2% | +827.7% | +580.8% |
| 5Y | +264.1% | -65.1% | +329.2% | +355.9% |
| All | +527.5% | -70.4% | +597.9% | +654.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling