+48.1%
APA vs TKO
+154.2%
-106.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | +8.5% | +2.3% | +6.2% | +8.0% |
| 30D | +2.8% | +13.4% | -10.6% | +0.2% |
| 3M | +21.7% | -1.7% | +23.4% | +21.9% |
| 6M | +32.6% | +7.2% | +25.4% | +29.5% |
| YTD | +103.7% | -5.4% | +109.1% | +104.3% |
| 1Y | +101.8% | +8.7% | +93.1% | +93.4% |
| 3Y | +48.1% | +150.4% | -102.4% | +19.1% |
| All | +48.1% | +154.2% | -106.2% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling