-3.7%
APA vs TKO
+989.7%
-993.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | +4.6% | +2.3% | +2.3% | +3.7% |
| 30D | +11.9% | -2.5% | +14.4% | +12.6% |
| 3M | +22.5% | -10.6% | +33.1% | +26.4% |
| 6M | +37.5% | -5.1% | +42.6% | +37.8% |
| YTD | +87.2% | -8.2% | +95.4% | +89.3% |
| 1Y | +101.4% | -4.4% | +105.9% | +99.7% |
| 3Y | +16.9% | +100.4% | -83.5% | -13.4% |
| 5Y | +178.4% | +294.3% | -115.9% | +52.4% |
| All | -3.7% | +989.7% | -993.3% | -58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling