-3.7%
APA vs TNA
+86.1%
-89.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | 0.0% |
| 7D | +4.6% | -7.3% | +11.9% | +7.8% |
| 30D | +11.9% | -14.2% | +26.1% | +18.7% |
| 3M | +22.5% | -4.6% | +27.0% | +22.4% |
| 6M | +37.5% | +36.9% | +0.6% | +11.5% |
| YTD | +87.2% | +42.5% | +44.6% | +46.6% |
| 1Y | +101.4% | +45.8% | +55.7% | +52.1% |
| 3Y | +16.9% | +104.7% | -87.7% | -36.5% |
| 5Y | +178.4% | -21.7% | +200.1% | +104.7% |
| All | -3.7% | +86.1% | -89.8% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling