-55.4%
APP vs TDY
+22.9%
-78.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.8% | +15.5% | +12.0% |
| 7D | +4.5% | -5.0% | +9.6% | +6.0% |
| 30D | -3.6% | +2.0% | -5.6% | -4.5% |
| 3M | -35.3% | -7.7% | -27.5% | -33.8% |
| 6M | -42.8% | -0.9% | -41.9% | -43.0% |
| YTD | -59.7% | +23.7% | -83.4% | -60.9% |
| 1Y | -55.4% | +23.6% | -79.0% | -56.7% |
| All | -55.4% | +22.9% | -78.3% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling