+888.9%
APP vs TSLL
-62.0%
+950.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -21.9% | +52.9% | +35.9% |
| 7D | +39.7% | -28.9% | +68.6% | +47.8% |
| 30D | +27.7% | -21.4% | +49.2% | +31.4% |
| 3M | -14.8% | +5.0% | -19.7% | -19.7% |
| 6M | -25.5% | -36.6% | +11.0% | -23.3% |
| YTD | -47.2% | -56.6% | +9.5% | -40.9% |
| 1Y | -42.3% | -60.9% | +18.6% | -34.4% |
| 3Y | +806.8% | -25.2% | +832.0% | +578.3% |
| All | +888.9% | -62.0% | +950.9% | +778.9% |
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