-35.3%
APP vs TER
-35.4%
+0.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -6.8% | +17.5% | +10.4% |
| 7D | +4.5% | -19.9% | +24.4% | +3.7% |
| 30D | -3.6% | -43.5% | +39.9% | -8.3% |
| 3M | -35.3% | -37.8% | +2.5% | -38.0% |
| All | -35.3% | -35.4% | +0.1% | -38.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling