+653.5%
APP vs TLN
+476.4%
+177.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.5% | +0.6% |
| 7D | +0.9% | +7.1% | -6.2% | -2.1% |
| 30D | -23.3% | -3.9% | -19.4% | -22.7% |
| 3M | -42.6% | -16.2% | -26.5% | -39.9% |
| 6M | -33.6% | -5.8% | -27.8% | -35.9% |
| YTD | -52.4% | -15.4% | -37.0% | -52.2% |
| 1Y | -35.9% | -16.7% | -19.2% | -35.5% |
| All | +653.5% | +476.4% | +177.2% | +185.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling