-35.9%
APP vs TXN
+44.3%
-80.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +2.2% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -23.3% | -6.9% | -16.3% | -23.3% |
| 3M | -42.6% | -14.9% | -27.7% | -42.8% |
| 6M | -33.6% | +29.0% | -62.6% | -32.8% |
| YTD | -52.4% | +51.5% | -103.9% | -51.1% |
| 1Y | -35.9% | +41.6% | -77.4% | -39.0% |
| All | -35.9% | +44.3% | -80.2% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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