-20.7%
TLT vs APA
-0.7%
-20.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | +0.1% |
| 7D | +0.4% | -1.7% | +2.1% | +0.3% |
| 30D | -0.3% | +15.7% | -16.0% | +0.4% |
| 3M | -1.7% | +16.5% | -18.2% | -0.9% |
| 6M | -4.9% | +35.1% | -40.0% | -3.3% |
| YTD | -2.8% | +82.2% | -85.0% | +0.4% |
| 1Y | -4.2% | +102.5% | -106.7% | -0.5% |
| 3Y | -1.1% | +10.3% | -11.4% | +0.4% |
| 5Y | -33.7% | +166.1% | -199.8% | -28.3% |
| 10Y | -20.7% | -4.9% | -15.8% | -12.7% |
| All | -20.7% | -0.7% | -20.0% | -12.7% |
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