+367.9%
APP vs TW
+32.5%
+335.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | -4.4% | -0.5% | -3.9% | -4.1% |
| 30D | -10.0% | -0.6% | -9.4% | -9.9% |
| 3M | -41.4% | +3.4% | -44.8% | -44.1% |
| 6M | -41.0% | -18.4% | -22.6% | -33.2% |
| YTD | -54.7% | -3.9% | -50.8% | -55.7% |
| 1Y | -45.3% | -13.3% | -32.0% | -41.8% |
| 3Y | +624.3% | +20.8% | +603.4% | +452.4% |
| 5Y | +329.1% | +20.3% | +308.8% | +207.7% |
| All | +367.9% | +32.5% | +335.4% | +229.3% |
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