+391.7%
APP vs TDY
+44.2%
+347.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.8% | +1.9% |
| 7D | +0.9% | -1.8% | +2.7% | +2.3% |
| 30D | -23.3% | -10.7% | -12.6% | -16.7% |
| 3M | -42.6% | -1.3% | -41.4% | -42.4% |
| 6M | -33.6% | -10.6% | -23.0% | -28.7% |
| YTD | -52.4% | +19.6% | -72.0% | -60.0% |
| 1Y | -35.9% | +11.6% | -47.5% | -43.3% |
| 3Y | +642.2% | +45.2% | +597.0% | +419.8% |
| 5Y | +311.1% | +36.1% | +275.0% | +198.1% |
| All | +391.7% | +44.2% | +347.5% | +235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling