+520.8%
APP vs TER
+108.1%
+412.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.3% | -6.0% | -0.9% |
| 7D | +48.9% | +5.9% | +43.1% | +42.4% |
| 30D | +49.4% | -30.8% | +80.2% | +70.0% |
| 3M | +27.0% | -29.9% | +57.0% | +39.6% |
| 6M | -15.4% | -27.5% | +12.1% | -15.3% |
| YTD | -39.9% | +37.5% | -77.4% | -61.7% |
| 1Y | -32.0% | +50.3% | -82.2% | -59.0% |
| 3Y | +824.3% | +204.9% | +619.5% | +194.6% |
| 5Y | +252.4% | +89.2% | +163.3% | +49.1% |
| All | +520.8% | +108.1% | +412.7% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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