+391.7%
APP vs TMO
+28.4%
+363.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.6% |
| 7D | +0.9% | -1.4% | +2.2% | +1.6% |
| 30D | -23.3% | +6.2% | -29.5% | -26.1% |
| 3M | -42.6% | +27.5% | -70.1% | -51.0% |
| 6M | -33.6% | +20.0% | -53.6% | -41.3% |
| YTD | -52.4% | +6.1% | -58.6% | -54.7% |
| 1Y | -35.9% | +25.8% | -61.7% | -45.7% |
| 3Y | +642.2% | +11.2% | +631.0% | +545.6% |
| 5Y | +311.1% | +9.6% | +301.5% | +267.2% |
| All | +391.7% | +28.4% | +363.2% | +296.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling