+803.2%
APP vs TPR
+419.9%
+383.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | +61.1% | +12.1% | +49.0% | +53.6% |
| 30D | +42.8% | +16.7% | +26.1% | +33.5% |
| 3M | +16.7% | -17.4% | +34.1% | +26.5% |
| 6M | -15.6% | +2.3% | -17.9% | -18.5% |
| YTD | -41.3% | +7.1% | -48.4% | -46.4% |
| 1Y | -39.3% | +29.5% | -68.8% | -50.6% |
| 3Y | +803.2% | +415.0% | +388.1% | +223.3% |
| All | +803.2% | +419.9% | +383.3% | +223.3% |
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