+358.8%
APP vs TXN
+58.3%
+300.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +0.1% | +2.2% | -2.1% | -1.1% |
| 30D | -10.0% | -9.5% | -0.5% | -5.0% |
| 3M | -44.6% | -10.5% | -34.1% | -42.0% |
| 6M | -37.9% | +35.4% | -73.2% | -52.9% |
| YTD | -53.7% | +51.8% | -105.4% | -68.6% |
| 1Y | -43.0% | +42.9% | -85.9% | -59.9% |
| 3Y | +640.8% | +71.3% | +569.4% | +291.3% |
| 5Y | +358.8% | +58.0% | +300.8% | +164.2% |
| All | +358.8% | +58.3% | +300.6% | +164.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling