+790.2%
APP vs TSLL
-57.4%
+847.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -11.8% | +14.1% | +5.1% |
| 7D | +0.9% | +1.9% | -1.0% | -0.4% |
| 30D | -23.3% | +17.8% | -41.0% | -27.1% |
| 3M | -42.6% | -37.0% | -5.6% | -38.1% |
| 6M | -33.6% | -37.7% | +4.1% | -29.3% |
| YTD | -52.4% | -51.4% | -1.1% | -46.4% |
| 1Y | -35.9% | -23.4% | -12.5% | -37.7% |
| 3Y | +642.2% | -30.8% | +673.0% | +485.2% |
| All | +790.2% | -57.4% | +847.6% | +697.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling