-41.3%
TE vs APA
+156.3%
-197.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.8% | +8.2% | +9.5% |
| 7D | +18.2% | -1.7% | +19.9% | +18.8% |
| 30D | -13.5% | +15.7% | -29.2% | -17.6% |
| 3M | -44.6% | +16.5% | -61.0% | -47.9% |
| 6M | -24.7% | +35.1% | -59.8% | -34.6% |
| YTD | -24.3% | +82.2% | -106.5% | -42.0% |
| 1Y | +155.6% | +102.5% | +53.1% | +83.8% |
| 3Y | -18.3% | +10.3% | -28.6% | -30.4% |
| 5Y | -41.3% | +166.1% | -207.4% | -60.3% |
| All | -41.3% | +156.3% | -197.6% | -60.3% |
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