-17.1%
APA vs TNA
+1,004.3%
-1,021.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.5% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +23.4% | -4.9% | +28.3% | +25.2% |
| 3M | +12.7% | +0.4% | +12.3% | +10.1% |
| 6M | +39.4% | +32.5% | +6.9% | +17.4% |
| YTD | +79.0% | +53.7% | +25.2% | +40.9% |
| 1Y | +88.8% | +65.1% | +23.7% | +41.3% |
| 3Y | +6.4% | +98.4% | -92.1% | -34.9% |
| 5Y | +153.0% | -22.5% | +175.5% | +98.2% |
| 10Y | +7.5% | +82.5% | -75.0% | -46.1% |
| All | -17.1% | +1,004.3% | -1,021.4% | -86.2% |
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