-26.4%
APP vs TXG
+254.8%
-281.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.5% | +4.2% |
| 7D | +4.6% | -1.8% | +6.4% | +4.9% |
| 30D | +56.0% | -20.4% | +76.4% | +61.8% |
| 3M | +30.8% | +0.1% | +30.8% | +24.1% |
| 6M | -9.8% | +176.2% | -186.0% | -40.3% |
| YTD | -39.3% | +256.8% | -296.1% | -63.7% |
| 1Y | -26.4% | +255.9% | -282.3% | -56.2% |
| All | -26.4% | +254.8% | -281.3% | -56.2% |
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