+396.9%
APP vs TMO
+27.6%
+369.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.4% |
| 7D | +1.1% | -0.6% | +1.7% | +1.4% |
| 30D | +6.6% | +1.1% | +5.5% | +5.8% |
| 3M | -32.3% | +28.3% | -60.6% | -42.3% |
| 6M | -29.8% | +23.3% | -53.1% | -39.0% |
| YTD | -51.9% | +5.5% | -57.4% | -54.0% |
| 1Y | -43.3% | +24.5% | -67.8% | -51.6% |
| 3Y | +664.1% | +19.6% | +644.5% | +517.4% |
| 5Y | +318.7% | +8.1% | +310.5% | +276.1% |
| All | +396.9% | +27.6% | +369.3% | +302.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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