+6.1%
APA vs TMF
-82.1%
+88.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.3% |
| 7D | +8.5% | -9.3% | +17.8% | +5.9% |
| 30D | +2.8% | +1.9% | +0.8% | +3.5% |
| 3M | +21.7% | -11.2% | +32.9% | +18.5% |
| 6M | +32.6% | -17.7% | +50.3% | +27.5% |
| YTD | +103.7% | -24.5% | +128.2% | +93.0% |
| 1Y | +101.8% | -29.4% | +131.2% | +88.2% |
| 3Y | +48.1% | -33.4% | +81.5% | +41.6% |
| 5Y | +91.9% | -88.7% | +180.6% | +5.4% |
| All | +6.1% | -82.1% | +88.2% | -27.2% |
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