+27.2%
APA vs TLN
+538.9%
-511.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.4% | +2.1% |
| 7D | -15.5% | -1.3% | -14.2% | -15.4% |
| 30D | +2.4% | -10.5% | +12.9% | +3.1% |
| 3M | +22.8% | +0.1% | +22.7% | +22.5% |
| 6M | +17.9% | -17.4% | +35.3% | +19.3% |
| YTD | +87.7% | -9.7% | +97.3% | +86.3% |
| 1Y | +94.2% | -12.3% | +106.4% | +93.1% |
| 3Y | +27.2% | +528.3% | -501.1% | -17.0% |
| All | +27.2% | +538.9% | -511.7% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling