+391.7%
APP vs TRMB
-27.0%
+418.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.3% | +3.2% |
| 7D | +0.9% | -2.5% | +3.4% | +3.2% |
| 30D | -23.3% | +1.5% | -24.8% | -24.6% |
| 3M | -42.6% | +6.8% | -49.4% | -46.5% |
| 6M | -33.6% | -14.9% | -18.7% | -23.9% |
| YTD | -52.4% | -24.1% | -28.3% | -39.5% |
| 1Y | -35.9% | -25.4% | -10.5% | -17.4% |
| 3Y | +642.2% | +8.0% | +634.2% | +543.9% |
| 5Y | +311.1% | -37.3% | +348.4% | +515.1% |
| All | +391.7% | -27.0% | +418.7% | +548.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling