+635.9%
APP vs TMO
+18.1%
+617.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.2% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -10.0% | +1.5% | -11.6% | -10.5% |
| 3M | -44.6% | +28.5% | -73.2% | -48.6% |
| 6M | -37.9% | +20.4% | -58.2% | -41.2% |
| YTD | -53.7% | +4.3% | -58.0% | -54.8% |
| 1Y | -43.0% | +24.1% | -67.1% | -46.3% |
| All | +635.9% | +18.1% | +617.7% | +487.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling