-55.4%
APP vs TLN
-17.6%
-37.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -8.5% | +19.2% | +11.9% |
| 7D | +4.5% | -6.0% | +10.6% | +5.2% |
| 30D | -3.6% | -1.5% | -2.1% | -4.0% |
| 3M | -35.3% | -3.9% | -31.4% | -35.5% |
| 6M | -42.8% | -15.0% | -27.7% | -42.6% |
| YTD | -59.7% | -12.8% | -46.8% | -60.8% |
| 1Y | -55.4% | -17.3% | -38.0% | -55.1% |
| All | -55.4% | -17.6% | -37.8% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling