+500.0%
APP vs TXT
+43.4%
+456.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.0% | +11.8% | +11.0% |
| 7D | +71.2% | -2.5% | +73.7% | +72.8% |
| 30D | +39.1% | +14.4% | +24.7% | +26.7% |
| 3M | +16.5% | -4.9% | +21.5% | +18.7% |
| 6M | -16.6% | -10.2% | -6.3% | -12.7% |
| YTD | -41.9% | -4.1% | -37.8% | -43.4% |
| 1Y | -37.0% | +4.0% | -41.0% | -42.2% |
| 3Y | +892.4% | +8.0% | +884.5% | +738.9% |
| 5Y | +297.3% | +8.4% | +288.9% | +213.2% |
| All | +500.0% | +43.4% | +456.7% | +376.3% |
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