-53.2%
TE vs APA
+56.8%
-110.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.8% |
| 7D | -4.0% | +0.5% | -4.5% | -4.1% |
| 30D | -15.9% | +23.4% | -39.3% | -18.6% |
| 3M | -60.5% | +12.7% | -73.2% | -61.5% |
| 6M | -35.2% | +39.4% | -74.6% | -39.6% |
| YTD | -31.1% | +79.0% | -110.1% | -38.7% |
| 1Y | +148.6% | +88.8% | +59.8% | +117.6% |
| 3Y | -26.4% | +6.4% | -32.8% | -32.1% |
| 5Y | -48.0% | +153.0% | -201.0% | -54.6% |
| All | -53.2% | +56.8% | -110.0% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling