+528.8%
APP vs TE
-77.3%
+606.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.0% | +7.8% | +5.3% |
| 7D | +79.2% | -10.5% | +89.7% | +80.6% |
| 30D | +48.0% | -32.4% | +80.4% | +56.1% |
| 3M | +18.2% | -60.9% | +79.1% | +35.8% |
| 6M | -12.5% | -62.8% | +50.3% | -2.8% |
| YTD | -39.2% | -65.7% | +26.6% | -34.0% |
| 1Y | -33.9% | -39.9% | +6.0% | -36.4% |
| 3Y | +933.3% | +10.6% | +922.6% | +590.5% |
| 5Y | +295.9% | -79.7% | +375.5% | +284.6% |
| All | +528.8% | -77.3% | +606.1% | +523.9% |
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