+528.8%
APP vs TXN
+80.4%
+448.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.6% | -1.8% | +1.6% |
| 7D | +79.2% | -2.1% | +81.2% | +77.9% |
| 30D | +48.0% | +4.7% | +43.3% | +41.7% |
| 3M | +18.2% | +3.9% | +14.3% | +13.1% |
| 6M | -12.5% | +3.8% | -16.3% | -18.4% |
| YTD | -39.2% | +74.2% | -113.3% | -62.1% |
| 1Y | -33.9% | +88.2% | -122.1% | -61.2% |
| 3Y | +933.3% | +124.0% | +809.3% | +351.8% |
| 5Y | +295.9% | +78.4% | +217.5% | +114.6% |
| All | +528.8% | +80.4% | +448.5% | +231.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling