+88.8%
APA vs TMF
-15.2%
+104.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.5% | -3.0% |
| 7D | +0.5% | -1.4% | +2.0% | -0.2% |
| 30D | +23.4% | -2.8% | +26.2% | +21.6% |
| 3M | +12.7% | -10.9% | +23.6% | +7.1% |
| 6M | +39.4% | -21.3% | +60.7% | +29.2% |
| YTD | +79.0% | -15.9% | +94.8% | +68.9% |
| 1Y | +88.8% | -15.7% | +104.6% | +75.7% |
| All | +88.8% | -15.2% | +104.1% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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