+90.6%
APA vs TMF
-25.6%
+116.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.1% | -0.8% |
| 7D | -5.5% | -1.1% | -4.5% | -5.9% |
| 30D | -1.2% | +11.8% | -13.0% | +5.5% |
| 3M | +10.6% | -4.0% | +14.6% | +7.3% |
| 6M | +28.4% | -16.5% | +45.0% | +16.3% |
| YTD | +89.7% | -19.9% | +109.6% | +71.0% |
| 1Y | +90.6% | -25.6% | +116.2% | +71.2% |
| All | +90.6% | -25.6% | +116.2% | +71.2% |
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 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