+292.6%
APP vs TXG
-66.4%
+359.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.1% | +7.8% | +9.2% |
| 7D | +71.2% | -15.4% | +86.7% | +77.6% |
| 30D | +39.1% | -22.1% | +61.2% | +47.4% |
| 3M | +16.5% | +30.0% | -13.5% | +0.9% |
| 6M | -16.6% | +160.7% | -177.2% | -44.3% |
| YTD | -41.9% | +263.5% | -305.4% | -66.1% |
| 1Y | -37.0% | +356.0% | -393.0% | -66.4% |
| 3Y | +892.4% | +53.4% | +839.1% | +605.7% |
| All | +292.6% | -66.4% | +359.0% | +536.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling