+640.8%
APP vs TXG
+31.6%
+609.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.7% | -7.4% | -3.6% |
| 7D | +0.1% | +9.4% | -9.3% | -1.7% |
| 30D | -10.0% | +26.1% | -36.1% | -14.5% |
| 3M | -44.6% | +124.8% | -169.5% | -53.3% |
| 6M | -37.9% | +215.2% | -253.1% | -51.5% |
| YTD | -53.7% | +302.2% | -355.9% | -65.4% |
| 1Y | -43.0% | +370.9% | -413.9% | -58.9% |
| 3Y | +640.8% | +38.5% | +602.3% | +537.1% |
| All | +640.8% | +31.6% | +609.1% | +537.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling