+378.5%
APP vs TRV
+160.6%
+218.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | -10.0% | -4.9% | -5.2% | -9.5% |
| 3M | -44.6% | +23.7% | -68.4% | -46.4% |
| 6M | -37.9% | +20.3% | -58.2% | -39.6% |
| YTD | -53.7% | +27.1% | -80.7% | -55.5% |
| 1Y | -43.0% | +35.3% | -78.3% | -46.0% |
| 3Y | +640.8% | +139.8% | +500.9% | +557.1% |
| 5Y | +358.8% | +153.9% | +205.0% | +299.2% |
| All | +378.5% | +160.6% | +218.0% | +327.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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