+427.7%
APP vs TEM
+79.0%
+348.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.7% | +9.6% | +5.2% |
| 7D | +4.6% | -5.9% | +10.4% | +5.9% |
| 30D | +56.0% | +4.8% | +51.2% | +53.1% |
| 3M | +30.8% | +31.9% | -1.0% | +18.8% |
| 6M | -9.8% | +56.0% | -65.8% | -22.1% |
| YTD | -39.3% | +21.3% | -60.5% | -44.7% |
| 1Y | -26.4% | +5.4% | -31.8% | -31.0% |
| All | +427.7% | +79.0% | +348.7% | +344.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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