+446.2%
APP vs TLT
-29.5%
+475.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.2% | +30.8% | +31.0% |
| 7D | +39.7% | +0.5% | +39.2% | +39.4% |
| 30D | +27.7% | +6.0% | +21.7% | +25.2% |
| 3M | -14.8% | -0.9% | -13.9% | -14.5% |
| 6M | -25.5% | -2.6% | -22.9% | -24.9% |
| YTD | -47.2% | -3.1% | -44.0% | -46.6% |
| 1Y | -42.3% | -4.4% | -37.9% | -41.5% |
| 3Y | +806.8% | +5.5% | +801.3% | +776.3% |
| 5Y | +261.6% | -34.7% | +296.3% | +290.8% |
| All | +446.2% | -29.5% | +475.6% | +391.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling