+500.0%
APP vs TMF
-85.5%
+585.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.0% | +9.9% |
| 7D | +71.2% | +1.2% | +70.0% | +71.0% |
| 30D | +39.1% | +19.7% | +19.3% | +36.2% |
| 3M | +16.5% | -2.1% | +18.6% | +16.7% |
| 6M | -16.6% | -13.4% | -3.1% | -15.4% |
| YTD | -41.9% | -16.7% | -25.2% | -41.0% |
| 1Y | -37.0% | -23.3% | -13.7% | -35.5% |
| 3Y | +892.4% | -24.8% | +917.3% | +889.9% |
| 5Y | +297.3% | -88.0% | +385.3% | +355.1% |
| All | +500.0% | -85.5% | +585.5% | +476.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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