+8,094.7%
TMO vs APA
+832.5%
+7,262.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.0% |
| 7D | +0.4% | -1.7% | +2.1% | +0.7% |
| 30D | +1.5% | +15.7% | -14.2% | -0.8% |
| 3M | +28.5% | +16.5% | +12.1% | +25.0% |
| 6M | +20.4% | +35.1% | -14.7% | +13.5% |
| YTD | +4.3% | +82.2% | -77.9% | -6.5% |
| 1Y | +24.1% | +102.5% | -78.4% | +9.0% |
| 3Y | +17.5% | +10.3% | +7.2% | +10.4% |
| 5Y | +6.8% | +166.1% | -159.3% | -15.9% |
| 10Y | +311.9% | -4.9% | +316.8% | +219.9% |
| All | +8,094.7% | +832.5% | +7,262.2% | +4,292.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling