+506.6%
APP vs TRV
+186.6%
+320.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -3.7% |
| 7D | +61.1% | +1.4% | +59.7% | +60.7% |
| 30D | +42.8% | +8.7% | +34.1% | +41.2% |
| 3M | +16.7% | +7.1% | +9.6% | +15.6% |
| 6M | -15.6% | +35.5% | -51.1% | -19.2% |
| YTD | -41.3% | +39.7% | -81.0% | -44.3% |
| 1Y | -39.3% | +44.1% | -83.4% | -42.8% |
| 3Y | +803.2% | +148.1% | +655.1% | +696.2% |
| 5Y | +313.2% | +178.6% | +134.6% | +257.4% |
| All | +506.6% | +186.6% | +320.1% | +434.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling