-35.9%
APP vs TPR
+18.6%
-54.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.9% | -2.3% | +3.2% | +1.3% |
| 30D | -23.3% | -23.0% | -0.3% | -19.8% |
| 3M | -42.6% | -12.5% | -30.2% | -41.9% |
| 6M | -33.6% | -21.4% | -12.2% | -30.7% |
| YTD | -52.4% | -3.5% | -48.9% | -53.6% |
| 1Y | -35.9% | +17.4% | -53.2% | -42.7% |
| All | -35.9% | +18.6% | -54.5% | -42.7% |
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