+500.0%
APP vs TLT
-29.2%
+529.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | +71.2% | +0.1% | +71.1% | +71.2% |
| 30D | +39.1% | +6.2% | +32.9% | +36.3% |
| 3M | +16.5% | +0.1% | +16.5% | +16.6% |
| 6M | -16.6% | -3.0% | -13.6% | -15.8% |
| YTD | -41.9% | -2.7% | -39.2% | -41.4% |
| 1Y | -37.0% | -4.8% | -32.2% | -36.1% |
| 3Y | +892.4% | +6.9% | +885.5% | +854.7% |
| 5Y | +297.3% | -34.5% | +331.7% | +328.8% |
| All | +500.0% | -29.2% | +529.2% | +439.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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