+107.2%
APA vs TLN
-17.6%
+124.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -8.5% | +1.7% | -8.0% |
| 7D | -13.0% | -6.0% | -6.9% | -13.6% |
| 30D | +2.0% | -1.5% | +3.5% | +2.3% |
| 3M | +24.9% | -3.9% | +28.8% | +25.1% |
| 6M | +7.2% | -15.0% | +22.2% | +7.0% |
| YTD | +87.1% | -12.8% | +99.9% | +91.3% |
| 1Y | +107.2% | -17.3% | +124.5% | +112.5% |
| All | +107.2% | -17.6% | +124.8% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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