+640.8%
APP vs TKO
+104.9%
+535.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.0% | -7.7% | -4.9% |
| 7D | +0.1% | +7.2% | -7.1% | -3.2% |
| 30D | -10.0% | +4.7% | -14.7% | -12.3% |
| 3M | -44.6% | -3.2% | -41.4% | -44.4% |
| 6M | -37.9% | -2.9% | -35.0% | -38.1% |
| YTD | -53.7% | -5.8% | -47.9% | -53.1% |
| 1Y | -43.0% | -1.1% | -41.9% | -43.9% |
| 3Y | +640.8% | +111.1% | +529.7% | +460.8% |
| All | +640.8% | +104.9% | +535.9% | +460.8% |
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