+933.3%
APP vs TNA
+139.4%
+793.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.6% | -4.8% | +0.9% |
| 7D | +79.2% | +2.3% | +76.9% | +74.3% |
| 30D | +48.0% | +1.4% | +46.6% | +44.7% |
| 3M | +18.2% | -21.1% | +39.3% | +28.4% |
| 6M | -12.5% | -9.4% | -3.1% | -11.4% |
| YTD | -39.2% | +29.6% | -68.8% | -48.0% |
| 1Y | -33.9% | +34.6% | -68.5% | -44.6% |
| 3Y | +933.3% | +155.9% | +777.4% | +488.7% |
| All | +933.3% | +139.4% | +793.9% | +488.7% |
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