+446.2%
APP vs TAP
-2.0%
+448.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.1% | +33.1% | +31.2% |
| 7D | +39.7% | +7.7% | +32.0% | +38.6% |
| 30D | +27.7% | +14.4% | +13.3% | +26.0% |
| 3M | -14.8% | +2.0% | -16.8% | -15.0% |
| 6M | -25.5% | +2.5% | -28.0% | -25.8% |
| YTD | -47.2% | -6.4% | -40.7% | -47.3% |
| 1Y | -42.3% | -2.3% | -40.0% | -43.1% |
| 3Y | +806.8% | -20.3% | +827.1% | +821.2% |
| 5Y | +261.6% | +6.9% | +254.7% | +248.9% |
| All | +446.2% | -2.0% | +448.2% | +431.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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