+803.3%
APP vs TLN
+496.7%
+306.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.2% | +34.3% | +32.3% |
| 7D | +39.7% | -9.4% | +49.0% | +44.1% |
| 30D | +27.7% | -15.2% | +43.0% | +34.9% |
| 3M | -14.8% | -4.1% | -10.6% | -16.2% |
| 6M | -25.5% | -17.8% | -7.7% | -23.9% |
| YTD | -47.2% | -15.6% | -31.5% | -48.2% |
| 1Y | -42.3% | -21.6% | -20.7% | -41.4% |
| All | +803.3% | +496.7% | +306.7% | +222.3% |
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