-2.6%
APA vs TRMB
+113.5%
-116.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +4.3% |
| 7D | +0.3% | -2.9% | +3.2% | +2.0% |
| 30D | +9.3% | -1.8% | +11.1% | +10.1% |
| 3M | +23.3% | +8.4% | +14.9% | +15.4% |
| 6M | +39.5% | -18.5% | +58.0% | +53.3% |
| YTD | +87.6% | -26.7% | +114.4% | +118.2% |
| 1Y | +114.2% | -28.3% | +142.5% | +149.7% |
| 3Y | +13.6% | +12.6% | +1.0% | -5.5% |
| 5Y | +175.6% | -38.7% | +214.3% | +237.0% |
| 10Y | -2.6% | +120.8% | -123.4% | -51.8% |
| All | -2.6% | +113.5% | -116.2% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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