+358.8%
APP vs TNA
-21.0%
+379.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.0% |
| 7D | +0.1% | +4.1% | -4.0% | -1.9% |
| 30D | -10.0% | -7.6% | -2.4% | -6.6% |
| 3M | -44.6% | +8.1% | -52.7% | -47.1% |
| 6M | -37.9% | +49.0% | -86.9% | -51.0% |
| YTD | -53.7% | +51.7% | -105.4% | -63.8% |
| 1Y | -43.0% | +59.6% | -102.6% | -57.6% |
| 3Y | +640.8% | +118.9% | +521.9% | +294.9% |
| 5Y | +358.8% | -19.2% | +378.0% | +283.1% |
| All | +358.8% | -21.0% | +379.8% | +283.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling