+36.9%
APA vs TW
+41.9%
-5.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | -5.5% | +3.1% | -8.7% | -5.9% |
| 30D | -1.2% | +16.7% | -17.9% | -2.9% |
| 3M | +10.6% | +25.2% | -14.6% | +7.7% |
| 6M | +28.4% | +19.5% | +9.0% | +25.9% |
| YTD | +89.7% | +21.0% | +68.7% | +86.1% |
| 1Y | +90.6% | +19.0% | +71.6% | +87.3% |
| 3Y | +36.9% | +40.7% | -3.8% | +58.0% |
| All | +36.9% | +41.9% | -5.0% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling