-5.6%
APA vs TNA
+781.2%
-786.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +2.0% |
| 7D | +8.5% | +3.7% | +4.8% | +6.7% |
| 30D | +2.8% | +4.4% | -1.6% | -0.2% |
| 3M | +21.7% | -26.7% | +48.4% | +33.8% |
| 6M | +32.6% | -12.8% | +45.4% | +32.8% |
| YTD | +103.7% | +22.7% | +81.0% | +71.4% |
| 1Y | +101.8% | +35.7% | +66.1% | +62.0% |
| 3Y | +48.1% | +134.6% | -86.5% | -16.2% |
| 5Y | +91.9% | -46.0% | +137.9% | +69.8% |
| 10Y | +8.4% | +38.0% | -29.7% | -40.5% |
| All | -5.6% | +781.2% | -786.8% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling