+528.8%
APP vs TW
+65.1%
+463.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.5% |
| 7D | +79.2% | +3.4% | +75.7% | +75.5% |
| 30D | +48.0% | +15.5% | +32.5% | +33.9% |
| 3M | +18.2% | +25.1% | -6.9% | +0.6% |
| 6M | -12.5% | +18.2% | -30.7% | -24.4% |
| YTD | -39.2% | +19.7% | -58.9% | -49.0% |
| 1Y | -33.9% | +18.1% | -52.0% | -44.2% |
| 3Y | +933.3% | +40.5% | +892.7% | +622.2% |
| 5Y | +295.9% | +37.1% | +258.8% | +150.5% |
| All | +528.8% | +65.1% | +463.8% | +278.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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