+261.6%
APP vs TMF
-87.8%
+349.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.6% | +30.5% | +31.0% |
| 7D | +39.7% | +2.7% | +37.0% | +39.3% |
| 30D | +27.7% | +19.3% | +8.4% | +25.1% |
| 3M | -14.8% | -3.7% | -11.1% | -14.4% |
| 6M | -25.5% | -11.3% | -14.2% | -24.7% |
| YTD | -47.2% | -16.6% | -30.6% | -46.3% |
| 1Y | -42.3% | -21.1% | -21.2% | -41.0% |
| 3Y | +806.8% | -26.8% | +833.6% | +806.6% |
| 5Y | +261.6% | -88.0% | +349.7% | +312.8% |
| All | +261.6% | -87.8% | +349.5% | +312.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling