+446.2%
APP vs TER
+66.6%
+379.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -15.2% | +46.3% | +37.0% |
| 7D | +39.7% | -28.2% | +67.9% | +56.5% |
| 30D | +27.7% | -50.6% | +78.3% | +66.8% |
| 3M | -14.8% | -45.3% | +30.6% | +3.6% |
| 6M | -25.5% | -40.4% | +14.9% | -20.3% |
| YTD | -47.2% | +10.0% | -57.2% | -63.2% |
| 1Y | -42.3% | +13.6% | -55.9% | -60.6% |
| 3Y | +806.8% | +145.2% | +661.6% | +215.3% |
| 5Y | +261.6% | +50.4% | +211.3% | +68.1% |
| All | +446.2% | +66.6% | +379.6% | +132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling