+527.5%
APP vs TE
-81.0%
+608.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.0% | +7.0% | +4.4% |
| 7D | +4.6% | -19.1% | +23.6% | +8.2% |
| 30D | +56.0% | -34.1% | +90.2% | +64.9% |
| 3M | +30.8% | -60.1% | +91.0% | +49.6% |
| 6M | -9.8% | -66.0% | +56.2% | +1.4% |
| YTD | -39.3% | -71.4% | +32.1% | -32.1% |
| 1Y | -26.4% | -45.3% | +18.8% | -28.1% |
| 3Y | +887.9% | +9.1% | +878.8% | +567.7% |
| 5Y | +264.1% | -82.6% | +346.7% | +263.0% |
| All | +527.5% | -81.0% | +608.5% | +541.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling