+527.5%
APP vs TGT
-7.2%
+534.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +4.6% | +2.6% | +1.9% | +3.6% |
| 30D | +56.0% | +4.7% | +51.3% | +52.6% |
| 3M | +30.8% | +4.6% | +26.3% | +27.3% |
| 6M | -9.8% | +34.9% | -44.7% | -21.9% |
| YTD | -39.3% | +70.9% | -110.2% | -53.4% |
| 1Y | -26.4% | +84.4% | -110.8% | -45.8% |
| 3Y | +887.9% | +69.1% | +818.8% | +564.9% |
| 5Y | +264.1% | -26.9% | +291.0% | +292.8% |
| All | +527.5% | -7.2% | +534.6% | +541.7% |
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