-55.4%
APP vs TXT
+9.2%
-64.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.3% | +11.9% | +10.7% |
| 7D | +4.5% | +10.6% | -6.1% | +4.5% |
| 30D | -3.6% | +14.4% | -18.0% | -3.7% |
| 3M | -35.3% | -2.7% | -32.5% | -35.1% |
| 6M | -42.8% | -4.7% | -38.1% | -42.7% |
| YTD | -59.7% | -0.5% | -59.1% | -60.8% |
| 1Y | -55.4% | +8.7% | -64.1% | -57.9% |
| All | -55.4% | +9.2% | -64.5% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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