-45.3%
APP vs TXG
+385.8%
-431.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.8% |
| 7D | -4.4% | +9.1% | -13.5% | -6.4% |
| 30D | -10.0% | +14.9% | -24.9% | -13.2% |
| 3M | -41.4% | +120.0% | -161.4% | -52.1% |
| 6M | -41.0% | +221.8% | -262.8% | -56.8% |
| YTD | -54.7% | +312.6% | -367.3% | -68.2% |
| 1Y | -45.3% | +398.4% | -443.8% | -61.7% |
| All | -45.3% | +385.8% | -431.2% | -61.7% |
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