+4.4%
APA vs TMF
-81.8%
+86.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.4% | +0.8% |
| 7D | +9.6% | -8.2% | +17.8% | +7.3% |
| 30D | -0.2% | +5.3% | -5.6% | +1.3% |
| 3M | +19.8% | -8.5% | +28.3% | +17.6% |
| 6M | +30.1% | -17.2% | +47.2% | +25.2% |
| YTD | +100.4% | -23.4% | +123.8% | +90.5% |
| 1Y | +105.2% | -30.2% | +135.5% | +90.9% |
| 3Y | +44.6% | -32.9% | +77.5% | +38.5% |
| 5Y | +88.8% | -88.5% | +177.4% | +4.0% |
| All | +4.4% | -81.8% | +86.3% | -28.1% |
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