+333.0%
APP vs TE
-47.8%
+380.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.0% |
| 7D | +0.9% | -4.0% | +4.8% | +1.5% |
| 30D | -23.3% | -15.9% | -7.4% | -21.2% |
| 3M | -42.6% | -60.5% | +17.9% | -34.1% |
| 6M | -33.6% | -35.2% | +1.6% | -33.2% |
| YTD | -52.4% | -31.1% | -21.3% | -53.4% |
| 1Y | -35.9% | +148.6% | -184.5% | -54.8% |
| 3Y | +642.2% | -26.4% | +668.6% | +518.4% |
| All | +333.0% | -47.8% | +380.8% | +269.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling