+166.1%
APA vs TW
+22.4%
+143.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +2.5% |
| 7D | -1.7% | -3.5% | +1.8% | -0.9% |
| 30D | +15.7% | +0.5% | +15.2% | +15.5% |
| 3M | +16.5% | +4.9% | +11.5% | +14.6% |
| 6M | +35.1% | -17.1% | +52.2% | +40.7% |
| YTD | +82.2% | -3.9% | +86.1% | +82.5% |
| 1Y | +102.5% | -13.3% | +115.7% | +108.1% |
| 3Y | +10.3% | +20.9% | -10.6% | +0.5% |
| 5Y | +166.1% | +20.5% | +145.6% | +130.9% |
| All | +166.1% | +22.4% | +143.7% | +130.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling