+391.7%
APP vs TMF
-85.4%
+477.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.2% |
| 7D | +0.9% | -1.4% | +2.3% | +1.0% |
| 30D | -23.3% | -2.8% | -20.4% | -23.0% |
| 3M | -42.6% | -10.9% | -31.7% | -42.0% |
| 6M | -33.6% | -21.3% | -12.3% | -32.0% |
| YTD | -52.4% | -15.9% | -36.5% | -51.7% |
| 1Y | -35.9% | -15.7% | -20.1% | -34.9% |
| 3Y | +642.2% | -43.4% | +685.6% | +662.2% |
| 5Y | +311.1% | -87.8% | +398.8% | +367.5% |
| All | +391.7% | -85.4% | +477.0% | +372.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling