+506.6%
APP vs TW
+66.9%
+439.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -4.3% |
| 7D | +61.1% | +3.1% | +58.0% | +58.0% |
| 30D | +42.8% | +16.7% | +26.1% | +28.2% |
| 3M | +16.7% | +25.2% | -8.5% | -0.8% |
| 6M | -15.6% | +19.5% | -35.0% | -27.6% |
| YTD | -41.3% | +21.0% | -62.3% | -51.2% |
| 1Y | -39.3% | +19.0% | -58.2% | -49.0% |
| 3Y | +803.2% | +40.7% | +762.5% | +531.8% |
| 5Y | +313.2% | +40.1% | +273.0% | +158.7% |
| All | +506.6% | +66.9% | +439.8% | +262.6% |
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