+986.4%
APP vs TSLL
-58.7%
+1,045.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.6% | +1.2% | +7.9% |
| 7D | +71.2% | -21.2% | +92.4% | +77.1% |
| 30D | +39.1% | -13.3% | +52.4% | +40.0% |
| 3M | +16.5% | +15.4% | +1.2% | +7.5% |
| 6M | -16.6% | -34.2% | +17.7% | -14.6% |
| YTD | -41.9% | -52.9% | +11.0% | -36.2% |
| 1Y | -37.0% | -54.3% | +17.3% | -30.8% |
| 3Y | +892.4% | -18.4% | +910.8% | +628.2% |
| All | +986.4% | -58.7% | +1,045.1% | +848.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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