+1,531.5%
APP vs TLN
+716.6%
+814.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.5% | +0.4% |
| 7D | +48.9% | +15.9% | +33.1% | +40.2% |
| 30D | +49.4% | -0.3% | +49.7% | +48.4% |
| 3M | +27.0% | +5.8% | +21.2% | +21.3% |
| 6M | -15.4% | -1.2% | -14.2% | -19.2% |
| YTD | -39.9% | +1.0% | -41.0% | -45.1% |
| 1Y | -32.0% | +1.1% | -33.1% | -38.2% |
| 3Y | +824.3% | +591.7% | +232.6% | +228.6% |
| All | +1,531.5% | +716.6% | +814.9% | +451.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling