+36.9%
APA vs TMF
-30.8%
+67.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.1% | +0.8% |
| 7D | -5.5% | -1.1% | -4.5% | -5.6% |
| 30D | -1.2% | +11.8% | -13.0% | +0.4% |
| 3M | +10.6% | -4.0% | +14.6% | +10.1% |
| 6M | +28.4% | -16.5% | +45.0% | +26.3% |
| YTD | +89.7% | -19.9% | +109.6% | +86.4% |
| 1Y | +90.6% | -25.6% | +116.2% | +86.7% |
| 3Y | +36.9% | -29.9% | +66.8% | +37.0% |
| All | +36.9% | -30.8% | +67.7% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling