-5.6%
TLT vs APA
+107.6%
-113.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.7% | +0.4% |
| 7D | +1.0% | -13.0% | +13.9% | +0.1% |
| 30D | +6.0% | +2.0% | +4.1% | +6.3% |
| 3M | -0.9% | +24.9% | -25.8% | +0.8% |
| 6M | -2.3% | +7.2% | -9.4% | -1.1% |
| YTD | -3.3% | +87.1% | -90.4% | -1.4% |
| 1Y | -5.6% | +107.2% | -112.8% | -4.3% |
| All | -5.6% | +107.6% | -113.2% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling