-37.0%
APP vs TLT
-4.6%
-32.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | +71.2% | +0.1% | +71.1% | +71.0% |
| 30D | +39.1% | +6.2% | +32.9% | +33.0% |
| 3M | +16.5% | +0.1% | +16.5% | +16.6% |
| 6M | -16.6% | -3.0% | -13.6% | -16.3% |
| YTD | -41.9% | -2.7% | -39.2% | -41.9% |
| 1Y | -37.0% | -4.8% | -32.2% | -37.0% |
| All | -37.0% | -4.6% | -32.4% | -37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling