+250.4%
APP vs TDY
+45.6%
+204.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.4% |
| 7D | +10.6% | +9.4% | +1.1% | +4.0% |
| 30D | +44.6% | +5.9% | +38.6% | +36.4% |
| 3M | +29.6% | -5.7% | +35.3% | +33.4% |
| 6M | -19.8% | +2.4% | -22.2% | -23.2% |
| YTD | -41.6% | +26.8% | -68.4% | -54.3% |
| 1Y | -32.7% | +24.7% | -57.4% | -46.5% |
| 3Y | +799.0% | +69.2% | +729.9% | +420.3% |
| 5Y | +250.4% | +45.7% | +204.6% | +136.8% |
| All | +250.4% | +45.6% | +204.7% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling