+1,486.8%
APP vs TLN
+733.8%
+753.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -3.6% |
| 7D | +10.6% | +22.3% | -11.7% | +2.2% |
| 30D | +44.6% | +1.2% | +43.4% | +42.7% |
| 3M | +29.6% | +5.9% | +23.7% | +23.8% |
| 6M | -19.8% | +3.2% | -23.0% | -24.9% |
| YTD | -41.6% | +3.2% | -44.7% | -47.1% |
| 1Y | -32.7% | +5.2% | -37.9% | -40.0% |
| 3Y | +799.0% | +606.3% | +192.8% | +216.8% |
| All | +1,486.8% | +733.8% | +753.0% | +432.0% |
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