+391.7%
APP vs TRGP
+880.7%
-489.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.8% |
| 7D | +0.9% | +0.8% | +0.1% | +0.4% |
| 30D | -23.3% | +11.5% | -34.8% | -28.1% |
| 3M | -42.6% | +9.0% | -51.6% | -46.5% |
| 6M | -33.6% | +20.5% | -54.1% | -42.3% |
| YTD | -52.4% | +59.5% | -112.0% | -65.1% |
| 1Y | -35.9% | +77.9% | -113.8% | -56.4% |
| 3Y | +642.2% | +253.6% | +388.6% | +274.6% |
| 5Y | +311.1% | +615.5% | -304.4% | +63.6% |
| All | +391.7% | +880.7% | -489.0% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 all: compounded portfolio wealth divided by compounded TRGP 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…
all analysis · Full analysis span regression · 6 months rolling