+107.2%
APA vs TDY
+22.9%
+84.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.8% | -2.1% | -6.7% |
| 7D | -13.0% | -5.0% | -7.9% | -12.9% |
| 30D | +2.0% | +2.0% | 0.0% | +2.2% |
| 3M | +24.9% | -7.7% | +32.6% | +25.3% |
| 6M | +7.2% | -0.9% | +8.0% | +7.4% |
| YTD | +87.1% | +23.7% | +63.3% | +67.0% |
| 1Y | +107.2% | +23.6% | +83.5% | +86.4% |
| All | +107.2% | +22.9% | +84.3% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling