-37.0%
APP vs TRMB
-33.2%
-3.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.9% | +9.0% | +9.5% |
| 7D | +71.2% | -16.7% | +87.9% | +80.8% |
| 30D | +39.1% | -9.9% | +49.0% | +38.8% |
| 3M | +16.5% | -7.6% | +24.1% | +13.7% |
| 6M | -16.6% | -14.7% | -1.9% | -12.9% |
| YTD | -41.9% | -30.9% | -11.0% | -27.6% |
| 1Y | -37.0% | -31.3% | -5.7% | -20.5% |
| All | -37.0% | -33.2% | -3.8% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling