+391.7%
APP vs TER
+179.6%
+212.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | -0.3% |
| 7D | +0.9% | +0.6% | +0.3% | +0.5% |
| 30D | -23.3% | -8.3% | -15.0% | -21.0% |
| 3M | -42.6% | -12.2% | -30.4% | -43.1% |
| 6M | -33.6% | +17.1% | -50.7% | -47.9% |
| YTD | -52.4% | +84.7% | -137.1% | -71.9% |
| 1Y | -35.9% | +199.9% | -235.8% | -73.2% |
| 3Y | +642.2% | +232.8% | +409.4% | +157.0% |
| 5Y | +311.1% | +198.6% | +112.5% | +49.2% |
| All | +391.7% | +179.6% | +212.1% | +77.3% |
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