+367.9%
APP vs TGT
-10.1%
+377.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -0.9% |
| 7D | -4.4% | -3.6% | -0.8% | -2.9% |
| 30D | -10.0% | +4.4% | -14.4% | -12.0% |
| 3M | -41.4% | +25.4% | -66.8% | -47.3% |
| 6M | -41.0% | +33.4% | -74.4% | -48.8% |
| YTD | -54.7% | +65.6% | -120.3% | -64.6% |
| 1Y | -45.3% | +80.3% | -125.6% | -59.2% |
| 3Y | +624.3% | +42.1% | +582.1% | +446.1% |
| 5Y | +329.1% | -25.0% | +354.1% | +362.7% |
| All | +367.9% | -10.1% | +377.9% | +387.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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