+589.4%
APP vs TSLL
-7.0%
+596.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -6.3% | +17.0% | +12.1% |
| 7D | +4.5% | -9.4% | +14.0% | +6.6% |
| 30D | -3.6% | +1.6% | -5.2% | -4.6% |
| 3M | -35.3% | +29.4% | -64.7% | -40.2% |
| 6M | -42.8% | -20.1% | -22.6% | -42.9% |
| YTD | -59.7% | -44.5% | -15.2% | -56.7% |
| 1Y | -55.4% | -46.0% | -9.3% | -52.2% |
| All | +589.4% | -7.0% | +596.3% | +486.9% |
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 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