+653.5%
APP vs TSLL
-30.6%
+684.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -11.8% | +14.1% | +4.8% |
| 7D | +0.9% | +1.9% | -1.0% | -0.3% |
| 30D | -23.3% | +17.8% | -41.0% | -26.8% |
| 3M | -42.6% | -37.0% | -5.6% | -38.4% |
| 6M | -33.6% | -37.7% | +4.1% | -29.6% |
| YTD | -52.4% | -51.4% | -1.1% | -46.9% |
| 1Y | -35.9% | -23.4% | -12.5% | -37.3% |
| All | +653.5% | -30.6% | +684.2% | +572.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling