+313.2%
APP vs TXT
+14.4%
+298.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -4.5% |
| 7D | +61.1% | -1.1% | +62.2% | +61.4% |
| 30D | +42.8% | +17.1% | +25.7% | +27.3% |
| 3M | +16.7% | -2.6% | +19.3% | +17.3% |
| 6M | -15.6% | -4.6% | -11.0% | -14.7% |
| YTD | -41.3% | -0.3% | -41.0% | -44.4% |
| 1Y | -39.3% | +5.9% | -45.2% | -45.3% |
| 3Y | +803.2% | +14.4% | +788.8% | +608.4% |
| 5Y | +313.2% | +15.9% | +297.3% | +213.5% |
| All | +313.2% | +14.4% | +298.8% | +213.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling