+318.5%
TPR vs APA
-3.2%
+321.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.9% |
| 7D | -2.3% | +0.5% | -2.8% | -2.5% |
| 30D | -23.0% | +23.4% | -46.4% | -27.5% |
| 3M | -12.5% | +12.7% | -25.2% | -16.1% |
| 6M | -21.4% | +39.4% | -60.8% | -30.5% |
| YTD | -3.5% | +79.0% | -82.5% | -21.1% |
| 1Y | +17.4% | +88.8% | -71.5% | -6.9% |
| 3Y | +291.3% | +6.4% | +284.9% | +252.6% |
| 5Y | +241.9% | +153.0% | +88.9% | +119.8% |
| All | +318.5% | -3.2% | +321.7% | +120.5% |
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