-3.7%
APA vs TDY
+479.2%
-482.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.5% |
| 7D | +4.6% | -1.1% | +5.7% | +5.4% |
| 30D | +11.9% | -12.0% | +24.0% | +22.9% |
| 3M | +22.5% | -3.2% | +25.7% | +23.9% |
| 6M | +37.5% | -7.9% | +45.4% | +41.6% |
| YTD | +87.2% | +18.2% | +68.9% | +56.2% |
| 1Y | +101.4% | +6.7% | +94.8% | +81.5% |
| 3Y | +16.9% | +47.5% | -30.6% | -21.7% |
| 5Y | +178.4% | +39.5% | +138.9% | +90.7% |
| All | -3.7% | +479.2% | -482.9% | -61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling