+127.8%
AAPL vs TKO
+291.2%
-163.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.7% |
| 7D | +3.8% | +2.3% | +1.5% | +3.3% |
| 30D | +9.9% | -2.5% | +12.4% | +10.4% |
| 3M | +12.5% | -10.6% | +23.1% | +14.7% |
| 6M | +27.6% | -5.1% | +32.7% | +28.2% |
| YTD | +22.6% | -8.2% | +30.8% | +23.7% |
| 1Y | +45.0% | -4.4% | +49.4% | +44.8% |
| 3Y | +87.8% | +100.4% | -12.6% | +59.6% |
| All | +127.8% | +291.2% | -163.4% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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