+892.4%
APP vs TE
-36.2%
+928.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.5% | +6.4% | +9.4% |
| 7D | +71.2% | -12.6% | +83.8% | +72.7% |
| 30D | +39.1% | -36.7% | +75.8% | +45.9% |
| 3M | +16.5% | -57.5% | +74.0% | +28.0% |
| 6M | -16.6% | -55.2% | +38.7% | -12.0% |
| YTD | -41.9% | -64.7% | +22.7% | -38.0% |
| 1Y | -37.0% | -35.9% | -1.2% | -38.3% |
| 3Y | +892.4% | -31.8% | +924.2% | +644.8% |
| All | +892.4% | -36.2% | +928.7% | +644.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling