-32.0%
APP vs TEM
+10.9%
-42.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.7% |
| 7D | +48.9% | +5.1% | +43.9% | +46.4% |
| 30D | +49.4% | +16.8% | +32.6% | +42.0% |
| 3M | +27.0% | +42.6% | -15.6% | +9.8% |
| 6M | -15.4% | +63.9% | -79.3% | -32.0% |
| YTD | -39.9% | +34.5% | -74.4% | -49.8% |
| 1Y | -32.0% | +11.0% | -43.0% | -37.8% |
| All | -32.0% | +10.9% | -42.9% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling