+952.4%
APA vs TRMB
+3,100.8%
-2,148.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.4% |
| 7D | -8.7% | -17.0% | +8.2% | -5.6% |
| 30D | -2.4% | -9.0% | +6.6% | -0.9% |
| 3M | +19.0% | -8.1% | +27.1% | +20.5% |
| 6M | +26.8% | -10.1% | +36.9% | +28.3% |
| YTD | +87.3% | -30.2% | +117.6% | +98.1% |
| 1Y | +92.3% | -30.7% | +123.0% | +103.3% |
| 3Y | +37.3% | +32.6% | +4.6% | +28.4% |
| 5Y | +73.2% | -38.1% | +111.3% | +84.8% |
| 10Y | -0.9% | +98.9% | -99.8% | -10.3% |
| All | +952.4% | +3,100.8% | -2,148.4% | +575.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling