+95.5%
APA vs TMF
-26.6%
+122.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +5.1% | -3.4% | +8.4% | +3.2% |
| 30D | +0.3% | +11.5% | -11.2% | +6.9% |
| 3M | +15.6% | -4.5% | +20.2% | +11.8% |
| 6M | +28.9% | -15.0% | +43.9% | +17.8% |
| YTD | +96.6% | -19.9% | +116.4% | +77.1% |
| 1Y | +95.5% | -26.6% | +122.1% | +74.7% |
| All | +95.5% | -26.6% | +122.1% | +74.7% |
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