+292.6%
APP vs TXT
+7.8%
+284.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.0% | +11.8% | +11.1% |
| 7D | +71.2% | -2.5% | +73.7% | +72.9% |
| 30D | +39.1% | +14.4% | +24.7% | +25.6% |
| 3M | +16.5% | -4.9% | +21.5% | +18.8% |
| 6M | -16.6% | -10.2% | -6.3% | -12.3% |
| YTD | -41.9% | -4.1% | -37.8% | -43.7% |
| 1Y | -37.0% | +4.0% | -41.0% | -42.9% |
| 3Y | +892.4% | +8.0% | +884.5% | +711.8% |
| All | +292.6% | +7.8% | +284.9% | +210.1% |
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