+654.6%
APP vs TNA
+117.6%
+537.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -23.3% | -4.9% | -18.4% | -21.6% |
| 3M | -42.6% | +0.4% | -43.0% | -43.2% |
| 6M | -33.6% | +32.5% | -66.1% | -43.0% |
| YTD | -52.4% | +53.7% | -106.1% | -61.5% |
| 1Y | -35.9% | +65.1% | -101.0% | -50.7% |
| All | +654.6% | +117.6% | +537.1% | +360.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling