+25.4%
TMO vs APA
+107.6%
-82.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.9% | +8.0% | +0.6% |
| 7D | +0.3% | -13.0% | +13.2% | -0.7% |
| 30D | +4.3% | +2.0% | +2.4% | +4.7% |
| 3M | +25.1% | +24.9% | +0.2% | +28.3% |
| 6M | +52.9% | +7.2% | +45.8% | +55.3% |
| YTD | +22.2% | +87.1% | -64.9% | +23.6% |
| 1Y | +25.4% | +107.2% | -81.8% | +27.1% |
| All | +25.4% | +107.6% | -82.3% | +27.1% |
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 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