-12.2%
APA vs TMF
-68.9%
+56.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.5% | -3.1% |
| 7D | +0.5% | -1.4% | +2.0% | +0.2% |
| 30D | +23.4% | -2.8% | +26.2% | +22.7% |
| 3M | +12.7% | -10.9% | +23.6% | +10.0% |
| 6M | +39.4% | -21.3% | +60.7% | +32.7% |
| YTD | +79.0% | -15.9% | +94.8% | +73.6% |
| 1Y | +88.8% | -15.7% | +104.6% | +83.9% |
| 3Y | +6.4% | -43.4% | +49.7% | -3.1% |
| 5Y | +153.0% | -87.8% | +240.7% | +56.1% |
| 10Y | +7.5% | -86.7% | +94.3% | -18.8% |
| All | -12.2% | -68.9% | +56.7% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling