-53.4%
TE vs APA
+63.3%
-116.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.6% |
| 7D | +0.9% | +0.8% | +0.1% | +0.8% |
| 30D | -16.3% | +9.6% | -25.9% | -17.4% |
| 3M | -40.8% | +18.0% | -58.8% | -42.6% |
| 6M | -42.6% | +41.9% | -84.5% | -46.5% |
| YTD | -31.4% | +86.3% | -117.8% | -39.3% |
| 1Y | +144.9% | +97.9% | +47.1% | +113.2% |
| 3Y | -26.0% | +12.8% | -38.8% | -32.2% |
| 5Y | -48.5% | +177.2% | -225.7% | -55.3% |
| All | -53.4% | +63.3% | -116.7% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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