+1,210.4%
AAPL vs TPR
+305.2%
+905.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.6% | -0.3% |
| 7D | -2.7% | -3.4% | +0.6% | -2.0% |
| 30D | +1.0% | -27.3% | +28.3% | +8.1% |
| 3M | +5.0% | -16.2% | +21.2% | +8.5% |
| 6M | +23.0% | -17.9% | +40.9% | +27.2% |
| YTD | +16.6% | -7.1% | +23.7% | +16.7% |
| 1Y | +33.4% | +13.6% | +19.8% | +26.5% |
| 3Y | +79.9% | +293.7% | -213.9% | +22.8% |
| 5Y | +109.0% | +239.1% | -130.1% | +43.8% |
| 10Y | +1,210.4% | +311.2% | +899.3% | +688.5% |
| All | +1,210.4% | +305.2% | +905.2% | +688.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling