+333.0%
APP vs TW
+23.1%
+309.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.6% |
| 7D | +0.9% | -2.3% | +3.2% | +2.5% |
| 30D | -23.3% | +3.9% | -27.2% | -25.7% |
| 3M | -42.6% | +5.7% | -48.3% | -46.3% |
| 6M | -33.6% | -14.5% | -19.1% | -27.2% |
| YTD | -52.4% | -0.9% | -51.6% | -54.5% |
| 1Y | -35.9% | -13.5% | -22.4% | -31.0% |
| 3Y | +642.2% | +25.0% | +617.2% | +440.2% |
| All | +333.0% | +23.1% | +309.8% | +213.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling