+298.1%
APP vs TW
+41.2%
+256.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.3% |
| 7D | +4.6% | +3.9% | +0.6% | +1.8% |
| 30D | +56.0% | +19.9% | +36.1% | +37.0% |
| 3M | +30.8% | +25.9% | +4.9% | +10.3% |
| 6M | -9.8% | +21.1% | -30.9% | -23.6% |
| YTD | -39.3% | +23.9% | -63.2% | -50.7% |
| 1Y | -26.4% | +21.2% | -47.7% | -39.3% |
| 3Y | +887.9% | +44.8% | +843.1% | +557.1% |
| All | +298.1% | +41.2% | +256.9% | +155.7% |
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