+391.7%
APP vs TXG
-68.2%
+459.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | +0.9% | +1.8% | -0.9% | +0.2% |
| 30D | -23.3% | +32.0% | -55.3% | -30.8% |
| 3M | -42.6% | +87.0% | -129.7% | -54.9% |
| 6M | -33.6% | +180.1% | -213.7% | -55.5% |
| YTD | -52.4% | +284.1% | -336.5% | -71.5% |
| 1Y | -35.9% | +361.7% | -397.6% | -65.1% |
| 3Y | +642.2% | +15.9% | +626.3% | +525.7% |
| 5Y | +311.1% | -66.2% | +377.3% | +438.7% |
| All | +391.7% | -68.2% | +459.8% | +502.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling