+653.5%
APP vs TER
+234.6%
+419.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +0.5% |
| 7D | +0.9% | +0.6% | +0.3% | +0.6% |
| 30D | -23.3% | -8.3% | -15.0% | -21.7% |
| 3M | -42.6% | -12.2% | -30.4% | -42.8% |
| 6M | -33.6% | +17.1% | -50.7% | -44.2% |
| YTD | -52.4% | +84.7% | -137.1% | -67.7% |
| 1Y | -35.9% | +199.9% | -235.8% | -66.5% |
| All | +653.5% | +234.6% | +419.0% | +208.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling