+329.1%
APP vs TMO
+7.0%
+322.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.7% | -2.5% |
| 7D | -4.4% | -0.5% | -3.9% | -4.2% |
| 30D | -10.0% | +1.0% | -11.0% | -10.8% |
| 3M | -41.4% | +22.7% | -64.1% | -48.9% |
| 6M | -41.0% | +19.0% | -60.0% | -47.8% |
| YTD | -54.7% | +4.7% | -59.5% | -56.6% |
| 1Y | -45.3% | +26.0% | -71.4% | -54.0% |
| 3Y | +624.3% | +18.0% | +606.3% | +485.3% |
| 5Y | +329.1% | +8.0% | +321.1% | +268.6% |
| All | +329.1% | +7.0% | +322.1% | +268.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling