+0.3%
APA vs TMF
-84.4%
+84.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -15.5% | +1.2% | -16.7% | -15.2% |
| 30D | +2.4% | +19.7% | -17.4% | +7.4% |
| 3M | +22.8% | -2.1% | +24.9% | +22.6% |
| 6M | +17.9% | -13.4% | +31.4% | +14.8% |
| YTD | +87.7% | -16.7% | +104.4% | +82.2% |
| 1Y | +94.2% | -23.3% | +117.5% | +85.0% |
| 3Y | +27.2% | -24.8% | +52.0% | +25.7% |
| 5Y | +74.1% | -88.0% | +162.2% | -3.1% |
| All | +0.3% | -84.4% | +84.7% | -31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling