+203.4%
TGT vs APA
-2.8%
+206.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -5.0% | +0.8% | -5.8% | -5.2% |
| 30D | +3.0% | +9.6% | -6.6% | +2.0% |
| 3M | +22.6% | +18.0% | +4.6% | +20.1% |
| 6M | +31.2% | +41.9% | -10.7% | +25.3% |
| YTD | +63.7% | +86.3% | -22.6% | +51.4% |
| 1Y | +78.5% | +97.9% | -19.4% | +63.4% |
| 3Y | +40.5% | +12.8% | +27.7% | +33.5% |
| 5Y | -25.6% | +177.2% | -202.8% | -34.9% |
| All | +203.4% | -2.8% | +206.2% | +172.1% |
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 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