-42.8%
APP vs TPR
-11.2%
-31.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.5% | +7.1% | +10.7% |
| 7D | +4.5% | +12.6% | -8.1% | +5.0% |
| 30D | -3.6% | +7.1% | -10.8% | -3.5% |
| 3M | -35.3% | -19.4% | -15.9% | -36.6% |
| 6M | -42.8% | -9.7% | -33.1% | -42.2% |
| All | -42.8% | -11.2% | -31.6% | -42.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling