-43.0%
APP vs TXT
-2.3%
-40.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -10.0% | -11.1% | +1.0% | -10.0% |
| 3M | -44.6% | -13.0% | -31.7% | -44.7% |
| 6M | -37.9% | -16.2% | -21.7% | -38.6% |
| YTD | -53.7% | -8.7% | -45.0% | -54.0% |
| 1Y | -43.0% | -3.8% | -39.2% | -44.0% |
| All | -43.0% | -2.3% | -40.7% | -44.0% |
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