+503.8%
APP vs TKO
+270.0%
+233.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -1.4% |
| 7D | +10.6% | +2.6% | +7.9% | +9.3% |
| 30D | +44.6% | +11.6% | +33.0% | +36.9% |
| 3M | +29.6% | -0.1% | +29.7% | +29.1% |
| 6M | -19.8% | +6.7% | -26.5% | -23.4% |
| YTD | -41.6% | -6.0% | -35.6% | -40.9% |
| 1Y | -32.7% | +8.5% | -41.2% | -36.9% |
| 3Y | +799.0% | +150.9% | +648.1% | +476.9% |
| 5Y | +250.4% | +274.0% | -23.7% | +50.3% |
| All | +503.8% | +270.0% | +233.8% | +149.7% |
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