+367.9%
APP vs TXG
-65.8%
+433.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -3.1% |
| 7D | -4.4% | +9.1% | -13.5% | -7.3% |
| 30D | -10.0% | +14.9% | -24.9% | -14.7% |
| 3M | -41.4% | +120.0% | -161.4% | -56.3% |
| 6M | -41.0% | +221.8% | -262.8% | -62.3% |
| YTD | -54.7% | +312.6% | -367.3% | -73.6% |
| 1Y | -45.3% | +398.4% | -443.8% | -71.1% |
| 3Y | +624.3% | +42.1% | +582.2% | +457.8% |
| 5Y | +329.1% | -63.5% | +392.6% | +446.7% |
| All | +367.9% | -65.8% | +433.7% | +458.6% |
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