+520.8%
APP vs TRU
-11.8%
+532.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.4% |
| 7D | +48.9% | 0.0% | +49.0% | +49.1% |
| 30D | +49.4% | +24.3% | +25.2% | +27.4% |
| 3M | +27.0% | +2.3% | +24.7% | +22.8% |
| 6M | -15.4% | +17.7% | -33.1% | -27.1% |
| YTD | -39.9% | -3.8% | -36.1% | -40.9% |
| 1Y | -32.0% | -0.3% | -31.6% | -35.2% |
| 3Y | +824.3% | +58.4% | +765.9% | +483.5% |
| 5Y | +252.4% | -24.0% | +276.4% | +299.8% |
| All | +520.8% | -11.8% | +532.6% | +595.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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