+527.5%
APP vs TMO
+46.6%
+480.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | +4.6% | +0.8% | +3.8% | +4.2% |
| 30D | +56.0% | +4.0% | +52.0% | +52.2% |
| 3M | +30.8% | +17.6% | +13.2% | +18.7% |
| 6M | -9.8% | +57.3% | -67.1% | -32.2% |
| YTD | -39.3% | +21.2% | -60.5% | -46.5% |
| 1Y | -26.4% | +21.1% | -47.6% | -35.3% |
| 3Y | +887.9% | +58.8% | +829.1% | +539.2% |
| 5Y | +264.1% | +11.8% | +252.3% | +215.0% |
| All | +527.5% | +46.6% | +480.9% | +367.8% |
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