+367.9%
APP vs TNA
-27.2%
+395.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -0.2% |
| 7D | -4.4% | -3.6% | -0.8% | -2.7% |
| 30D | -10.0% | -10.1% | 0.0% | -5.5% |
| 3M | -41.4% | +2.7% | -44.1% | -42.5% |
| 6M | -41.0% | +38.4% | -79.4% | -51.3% |
| YTD | -54.7% | +45.4% | -100.2% | -63.5% |
| 1Y | -45.3% | +55.9% | -101.3% | -58.4% |
| 3Y | +624.3% | +109.8% | +514.4% | +309.4% |
| 5Y | +329.1% | -22.5% | +351.6% | +244.7% |
| All | +367.9% | -27.2% | +395.1% | +266.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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