+506.6%
APP vs TXN
+83.3%
+423.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.2% | -4.3% |
| 7D | +61.1% | -3.8% | +64.9% | +61.5% |
| 30D | +42.8% | +6.4% | +36.3% | +35.6% |
| 3M | +16.7% | +7.7% | +9.0% | +9.5% |
| 6M | -15.6% | +5.5% | -21.1% | -21.9% |
| YTD | -41.3% | +77.0% | -118.3% | -63.7% |
| 1Y | -39.3% | +91.2% | -130.5% | -64.6% |
| 3Y | +803.2% | +121.5% | +681.7% | +301.8% |
| 5Y | +313.2% | +84.9% | +228.2% | +120.3% |
| All | +506.6% | +83.3% | +423.3% | +216.8% |
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