+383.3%
TPR vs APA
+0.4%
+382.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | +12.1% | -5.5% | +17.6% | +13.6% |
| 30D | +16.7% | -1.2% | +17.8% | +16.3% |
| 3M | -17.4% | +10.6% | -27.9% | -20.5% |
| 6M | +2.3% | +28.4% | -26.1% | -6.7% |
| YTD | +7.1% | +89.7% | -82.6% | -14.7% |
| 1Y | +29.5% | +90.6% | -61.1% | +2.6% |
| 3Y | +415.0% | +36.9% | +378.1% | +327.3% |
| 5Y | +261.5% | +83.2% | +178.2% | +157.4% |
| 10Y | +383.3% | -0.1% | +383.4% | +145.1% |
| All | +383.3% | +0.4% | +382.9% | +145.1% |
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 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