+500.0%
APP vs TW
+64.4%
+435.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.7% | +9.8% |
| 7D | +71.2% | +4.2% | +67.0% | +66.8% |
| 30D | +39.1% | +18.9% | +20.2% | +23.2% |
| 3M | +16.5% | +23.8% | -7.2% | -0.2% |
| 6M | -16.6% | +17.0% | -33.6% | -27.3% |
| YTD | -41.9% | +19.2% | -61.2% | -51.2% |
| 1Y | -37.0% | +20.1% | -57.1% | -47.7% |
| 3Y | +892.4% | +40.5% | +851.9% | +592.8% |
| 5Y | +297.3% | +38.0% | +259.2% | +151.5% |
| All | +500.0% | +64.4% | +435.6% | +262.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling