+933.3%
APP vs TLT
+4.4%
+928.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +79.2% | +0.3% | +78.9% | +79.0% |
| 30D | +48.0% | +5.1% | +42.9% | +45.7% |
| 3M | +18.2% | -0.2% | +18.4% | +18.3% |
| 6M | -12.5% | -2.9% | -9.6% | -11.9% |
| YTD | -39.2% | -2.7% | -36.5% | -38.8% |
| 1Y | -33.9% | -4.6% | -29.3% | -33.2% |
| 3Y | +933.3% | +6.1% | +927.2% | +787.7% |
| All | +933.3% | +4.4% | +928.9% | +787.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling