+303.4%
APA vs TDY
+7,071.3%
-6,767.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | -1.7% | -0.9% | -0.8% | -1.4% |
| 30D | +15.7% | -12.5% | +28.2% | +20.8% |
| 3M | +16.5% | -1.2% | +17.6% | +16.2% |
| 6M | +35.1% | -6.6% | +41.7% | +36.5% |
| YTD | +82.2% | +18.5% | +63.7% | +69.8% |
| 1Y | +102.5% | +10.8% | +91.7% | +92.5% |
| 3Y | +10.3% | +47.5% | -37.2% | -4.8% |
| 5Y | +166.1% | +35.8% | +130.3% | +136.2% |
| 10Y | -4.9% | +459.0% | -463.8% | -38.0% |
| All | +303.4% | +7,071.3% | -6,767.9% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling