-44.1%
APP vs TXN
+44.0%
-88.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +0.1% | +2.2% | -2.1% | +0.1% |
| 30D | -10.0% | -9.5% | -0.5% | -10.0% |
| 3M | -44.6% | -10.5% | -34.1% | -44.5% |
| 6M | -37.9% | +35.4% | -73.2% | -37.5% |
| YTD | -53.7% | +51.8% | -105.4% | -53.2% |
| All | -44.1% | +44.0% | -88.1% | -47.5% |
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