+803.3%
APP vs TPR
+412.6%
+390.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +7.1% | +24.0% | +27.5% |
| 7D | +39.7% | +13.9% | +25.8% | +32.4% |
| 30D | +27.7% | +14.9% | +12.8% | +20.3% |
| 3M | -14.8% | -15.4% | +0.6% | -9.0% |
| 6M | -25.5% | -4.5% | -21.0% | -26.6% |
| YTD | -47.2% | +6.0% | -53.1% | -51.5% |
| 1Y | -42.3% | +24.3% | -66.6% | -52.1% |
| All | +803.3% | +412.6% | +390.7% | +264.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling