+382.3%
APP vs TKO
+260.1%
+122.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.8% | +3.5% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | -1.3% | -2.6% | +1.3% | -0.4% |
| 3M | -36.2% | -7.8% | -28.4% | -34.3% |
| 6M | -34.1% | -7.0% | -27.1% | -32.9% |
| YTD | -53.3% | -8.5% | -44.8% | -52.1% |
| 1Y | -44.5% | -1.3% | -43.2% | -45.5% |
| 3Y | +646.7% | +105.0% | +541.7% | +420.1% |
| 5Y | +306.4% | +292.9% | +13.5% | +73.3% |
| All | +382.3% | +260.1% | +122.3% | +102.4% |
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