+527.5%
APP vs TXT
+43.6%
+483.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.4% |
| 7D | +4.6% | +0.1% | +4.4% | +4.5% |
| 30D | +56.0% | +13.3% | +42.7% | +43.0% |
| 3M | +30.8% | -5.0% | +35.8% | +33.2% |
| 6M | -9.8% | -8.4% | -1.4% | -6.7% |
| YTD | -39.3% | -4.0% | -35.3% | -40.9% |
| 1Y | -26.4% | +2.8% | -29.2% | -31.9% |
| 3Y | +887.9% | +10.3% | +877.6% | +719.9% |
| 5Y | +264.1% | +9.2% | +254.9% | +187.2% |
| All | +527.5% | +43.6% | +483.9% | +397.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling