+520.8%
APP vs TPR
+230.1%
+290.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +3.4% |
| 7D | +48.9% | +6.4% | +42.5% | +44.5% |
| 30D | +49.4% | +13.8% | +35.7% | +39.2% |
| 3M | +27.0% | -16.6% | +43.6% | +39.7% |
| 6M | -15.4% | +0.7% | -16.1% | -18.2% |
| YTD | -39.9% | +5.3% | -45.3% | -45.6% |
| 1Y | -32.0% | +32.4% | -64.3% | -47.5% |
| 3Y | +824.3% | +406.4% | +418.0% | +159.6% |
| 5Y | +252.4% | +227.9% | +24.5% | +13.2% |
| All | +520.8% | +230.1% | +290.7% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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