+154.8%
APA vs TMF
-87.5%
+242.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.5% | -3.1% |
| 7D | +0.5% | -1.4% | +2.0% | +0.4% |
| 30D | +23.4% | -2.8% | +26.2% | +23.1% |
| 3M | +12.7% | -10.9% | +23.6% | +11.5% |
| 6M | +39.4% | -21.3% | +60.7% | +36.7% |
| YTD | +79.0% | -15.9% | +94.8% | +76.7% |
| 1Y | +88.8% | -15.7% | +104.6% | +86.8% |
| 3Y | +6.4% | -43.4% | +49.7% | +2.7% |
| All | +154.8% | -87.5% | +242.3% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling