-33.3%
TLT vs APA
+156.4%
-189.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.1% |
| 7D | -0.4% | +0.5% | -1.0% | -0.4% |
| 30D | -0.6% | +23.4% | -24.0% | +0.2% |
| 3M | -2.7% | +12.7% | -15.4% | -2.2% |
| 6M | -5.6% | +39.4% | -45.0% | -4.3% |
| YTD | -2.8% | +79.0% | -81.7% | -0.7% |
| 1Y | -1.4% | +88.8% | -90.3% | +1.0% |
| 3Y | -1.6% | +6.4% | -7.9% | -1.4% |
| All | -33.3% | +156.4% | -189.6% | -28.3% |
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