+506.6%
APP vs TRI
+31.5%
+475.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.6% |
| 7D | +61.1% | -1.6% | +62.7% | +62.0% |
| 30D | +42.8% | +5.0% | +37.7% | +36.6% |
| 3M | +16.7% | +4.6% | +12.1% | +10.5% |
| 6M | -15.6% | +18.3% | -33.9% | -28.7% |
| YTD | -41.3% | -14.7% | -26.6% | -37.6% |
| 1Y | -39.3% | -16.7% | -22.6% | -34.5% |
| 3Y | +803.2% | -11.3% | +814.5% | +734.6% |
| 5Y | +313.2% | -0.6% | +313.7% | +191.1% |
| All | +506.6% | +31.5% | +475.2% | +303.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling