+500.0%
APP vs TPR
+228.8%
+271.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.0% | +10.9% | +10.5% |
| 7D | +71.2% | +14.2% | +57.0% | +59.4% |
| 30D | +39.1% | +17.1% | +22.0% | +27.3% |
| 3M | +16.5% | -17.7% | +34.3% | +29.3% |
| 6M | -16.6% | -10.2% | -6.4% | -14.4% |
| YTD | -41.9% | +4.9% | -46.8% | -47.3% |
| 1Y | -37.0% | +36.1% | -73.2% | -52.3% |
| 3Y | +892.4% | +416.5% | +476.0% | +174.2% |
| 5Y | +297.3% | +254.8% | +42.5% | +24.6% |
| All | +500.0% | +228.8% | +271.3% | +90.1% |
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