+60.5%
APA vs TLN
+733.8%
-673.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.8% |
| 7D | +9.6% | +22.3% | -12.7% | +8.0% |
| 30D | -0.2% | +1.2% | -1.4% | -0.4% |
| 3M | +19.8% | +5.9% | +13.9% | +19.1% |
| 6M | +30.1% | +3.2% | +26.8% | +29.1% |
| YTD | +100.4% | +3.2% | +97.3% | +97.1% |
| 1Y | +105.2% | +5.2% | +100.0% | +100.3% |
| 3Y | +44.6% | +606.3% | -561.7% | +2.8% |
| All | +60.5% | +733.8% | -673.3% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling