+328.6%
TMO vs APA
-2.4%
+331.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -0.6% | +4.6% | -5.2% | -1.0% |
| 30D | +1.1% | +11.9% | -10.8% | +0.1% |
| 3M | +28.3% | +22.5% | +5.9% | +25.9% |
| 6M | +23.3% | +37.5% | -14.3% | +19.1% |
| YTD | +5.5% | +87.2% | -81.7% | -1.2% |
| 1Y | +24.5% | +101.4% | -76.9% | +15.7% |
| 3Y | +19.6% | +16.9% | +2.7% | +14.1% |
| 5Y | +8.1% | +178.4% | -170.3% | -4.3% |
| All | +328.6% | -2.4% | +331.0% | +279.8% |
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