+101.4%
APA vs TNA
+52.8%
+48.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.6% |
| 7D | +4.6% | -7.3% | +11.9% | +3.7% |
| 30D | +11.9% | -14.2% | +26.1% | +10.2% |
| 3M | +22.5% | -4.6% | +27.0% | +22.0% |
| 6M | +37.5% | +36.9% | +0.6% | +38.5% |
| YTD | +87.2% | +42.5% | +44.6% | +86.5% |
| 1Y | +101.4% | +45.8% | +55.7% | +98.6% |
| All | +101.4% | +52.8% | +48.6% | +98.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling