+367.9%
APP vs TXN
+58.8%
+309.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.3% | -2.8% |
| 7D | -4.4% | +2.7% | -7.0% | -5.8% |
| 30D | -10.0% | -6.7% | -3.3% | -6.7% |
| 3M | -41.4% | -8.9% | -32.5% | -39.3% |
| 6M | -41.0% | +34.7% | -75.7% | -54.7% |
| YTD | -54.7% | +53.3% | -108.0% | -69.1% |
| 1Y | -45.3% | +45.0% | -90.4% | -61.5% |
| 3Y | +624.3% | +73.1% | +551.2% | +295.3% |
| 5Y | +329.1% | +59.9% | +269.2% | +154.7% |
| All | +367.9% | +58.8% | +309.1% | +170.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling