+109.4%
AAPL vs TPR
+239.8%
-130.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +0.1% | -2.3% | +2.4% | +0.6% |
| 30D | +3.0% | -23.0% | +25.9% | +8.9% |
| 3M | +2.9% | -12.5% | +15.4% | +5.3% |
| 6M | +22.1% | -21.4% | +43.5% | +27.6% |
| YTD | +18.0% | -3.5% | +21.5% | +16.8% |
| 1Y | +33.9% | +17.4% | +16.6% | +25.2% |
| 3Y | +71.2% | +291.3% | -220.1% | +11.6% |
| All | +109.4% | +239.8% | -130.5% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling