-32.0%
APP vs TPR
+28.7%
-60.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.8% |
| 7D | +48.9% | +6.4% | +42.5% | +46.9% |
| 30D | +49.4% | +13.8% | +35.7% | +46.1% |
| 3M | +27.0% | -16.6% | +43.6% | +28.9% |
| 6M | -15.4% | +0.7% | -16.1% | -16.8% |
| YTD | -39.9% | +5.3% | -45.3% | -41.8% |
| 1Y | -32.0% | +32.4% | -64.3% | -41.1% |
| All | -32.0% | +28.7% | -60.6% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling