+1,067.1%
TMO vs APO
+1,716.2%
-649.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.6% |
| 7D | -0.5% | -1.0% | +0.5% | -0.2% |
| 30D | +1.0% | -0.4% | +1.4% | +1.0% |
| 3M | +22.7% | -0.9% | +23.6% | +22.3% |
| 6M | +19.0% | +22.1% | -3.1% | +12.1% |
| YTD | +4.7% | -8.4% | +13.1% | +5.9% |
| 1Y | +26.0% | -0.9% | +27.0% | +24.1% |
| 3Y | +18.0% | +56.1% | -38.1% | 0.0% |
| 5Y | +8.0% | +136.0% | -128.0% | -20.5% |
| 10Y | +333.8% | +949.3% | -615.5% | +95.6% |
| All | +1,067.1% | +1,716.2% | -649.1% | +309.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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