-43.0%
APP vs TW
-13.1%
-29.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -2.4% |
| 7D | +0.1% | -3.5% | +3.6% | +0.4% |
| 30D | -10.0% | +0.5% | -10.5% | -10.1% |
| 3M | -44.6% | +4.9% | -49.6% | -45.5% |
| 6M | -37.9% | -17.1% | -20.8% | -34.8% |
| YTD | -53.7% | -3.9% | -49.8% | -52.6% |
| 1Y | -43.0% | -13.3% | -29.7% | -32.6% |
| All | -43.0% | -13.1% | -29.9% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling