-83.9%
TE vs APA
+90.9%
-174.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +2.0% | -9.5% | -8.0% |
| 7D | -13.6% | +9.6% | -23.2% | -15.8% |
| 30D | -37.7% | -0.2% | -37.4% | -37.8% |
| 3M | -59.8% | +19.8% | -79.6% | -62.2% |
| 6M | -66.3% | +30.1% | -96.4% | -69.8% |
| YTD | -70.5% | +100.4% | -170.9% | -78.3% |
| 1Y | -48.8% | +105.2% | -154.0% | -62.8% |
| 3Y | +31.3% | +44.6% | -13.3% | +1.6% |
| All | -83.9% | +90.9% | -174.8% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling