-25.5%
APP vs TLT
-2.3%
-23.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.2% | +30.8% | +30.8% |
| 7D | +39.7% | +0.5% | +39.2% | +38.9% |
| 30D | +27.7% | +6.0% | +21.7% | +20.4% |
| 3M | -14.8% | -0.9% | -13.9% | -13.9% |
| 6M | -25.5% | -2.6% | -22.9% | -25.8% |
| All | -25.5% | -2.3% | -23.2% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling