+177.2%
APA vs TNA
-26.1%
+203.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.2% |
| 7D | +0.8% | -7.6% | +8.4% | +3.1% |
| 30D | +9.6% | -13.6% | +23.3% | +14.0% |
| 3M | +18.0% | +2.8% | +15.2% | +15.0% |
| 6M | +41.9% | +34.5% | +7.4% | +22.6% |
| YTD | +86.3% | +41.0% | +45.3% | +56.6% |
| 1Y | +97.9% | +52.0% | +45.9% | +58.7% |
| 3Y | +12.8% | +103.5% | -90.7% | -27.8% |
| 5Y | +177.2% | -22.5% | +199.7% | +141.9% |
| All | +177.2% | -26.1% | +203.3% | +141.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling