+528.8%
APP vs TER
+92.6%
+436.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +12.7% | -7.9% | -0.2% |
| 7D | +79.2% | -5.8% | +84.9% | +79.1% |
| 30D | +48.0% | -38.9% | +86.9% | +77.4% |
| 3M | +18.2% | -35.1% | +53.3% | +33.8% |
| 6M | -12.5% | -31.6% | +19.1% | -10.5% |
| YTD | -39.2% | +27.2% | -66.4% | -60.0% |
| 1Y | -33.9% | +35.2% | -69.1% | -58.1% |
| 3Y | +933.3% | +192.8% | +740.5% | +230.7% |
| 5Y | +295.9% | +72.4% | +223.4% | +74.2% |
| All | +528.8% | +92.6% | +436.2% | +152.5% |
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