+329.1%
APP vs TKO
+306.8%
+22.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.1% |
| 7D | -4.4% | +0.7% | -5.1% | -4.9% |
| 30D | -10.0% | +0.9% | -10.9% | -10.8% |
| 3M | -41.4% | -6.2% | -35.3% | -40.2% |
| 6M | -41.0% | -5.6% | -35.4% | -40.4% |
| YTD | -54.7% | -7.8% | -46.9% | -53.6% |
| 1Y | -45.3% | -1.2% | -44.1% | -46.3% |
| 3Y | +624.3% | +106.5% | +517.7% | +391.7% |
| 5Y | +329.1% | +310.4% | +18.8% | +31.6% |
| All | +329.1% | +306.8% | +22.3% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling