+316.8%
APP vs TMF
-85.6%
+402.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.5% | +8.2% | +10.4% |
| 7D | +4.5% | +4.0% | +0.6% | +4.1% |
| 30D | -3.6% | +19.5% | -23.1% | -5.6% |
| 3M | -35.3% | -3.5% | -31.7% | -35.0% |
| 6M | -42.8% | -10.6% | -32.2% | -42.2% |
| YTD | -59.7% | -17.1% | -42.6% | -59.0% |
| 1Y | -55.4% | -24.3% | -31.1% | -54.2% |
| 3Y | +592.0% | -27.2% | +619.2% | +592.7% |
| 5Y | +175.7% | -87.6% | +263.3% | +215.2% |
| All | +316.8% | -85.6% | +402.4% | +300.6% |
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 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