+933.3%
APP vs TLN
+563.3%
+370.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.2% | -2.4% | +1.9% |
| 7D | +79.2% | +9.1% | +70.1% | +71.8% |
| 30D | +48.0% | -4.1% | +52.1% | +49.3% |
| 3M | +18.2% | +4.4% | +13.8% | +13.1% |
| 6M | -12.5% | -6.0% | -6.5% | -14.7% |
| YTD | -39.2% | -3.1% | -36.0% | -43.5% |
| 1Y | -33.9% | -6.1% | -27.8% | -37.8% |
| 3Y | +933.3% | +575.3% | +357.9% | +255.6% |
| All | +933.3% | +563.3% | +370.0% | +255.6% |
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