+391.7%
APP vs TXT
+35.7%
+356.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | +0.9% | -4.8% | +5.7% | +3.9% |
| 30D | -23.3% | -10.6% | -12.7% | -17.8% |
| 3M | -42.6% | -13.2% | -29.5% | -37.8% |
| 6M | -33.6% | -20.3% | -13.3% | -24.6% |
| YTD | -52.4% | -9.3% | -43.2% | -51.5% |
| 1Y | -35.9% | -2.7% | -33.2% | -38.2% |
| 3Y | +642.2% | +1.4% | +640.8% | +560.1% |
| 5Y | +311.1% | +9.6% | +301.5% | +237.4% |
| All | +391.7% | +35.7% | +356.0% | +308.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling