+63.6%
APA vs TW
+206.7%
-143.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.8% |
| 7D | +4.6% | -4.5% | +9.1% | +6.4% |
| 30D | +11.9% | -2.3% | +14.2% | +12.7% |
| 3M | +22.5% | +2.6% | +19.9% | +20.2% |
| 6M | +37.5% | -17.5% | +55.1% | +46.9% |
| YTD | +87.2% | -5.3% | +92.5% | +87.7% |
| 1Y | +101.4% | -14.8% | +116.2% | +110.8% |
| 3Y | +16.9% | +18.8% | -1.9% | +0.8% |
| 5Y | +178.4% | +20.7% | +157.7% | +131.4% |
| All | +63.6% | +206.7% | -143.1% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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