+415.0%
TPR vs APA
+37.8%
+377.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +12.1% | -5.5% | +17.6% | +12.5% |
| 30D | +16.7% | -1.2% | +17.8% | +16.4% |
| 3M | -17.4% | +10.6% | -27.9% | -18.6% |
| 6M | +2.3% | +28.4% | -26.1% | -1.4% |
| YTD | +7.1% | +89.7% | -82.6% | -5.5% |
| 1Y | +29.5% | +90.6% | -61.1% | +13.8% |
| 3Y | +415.0% | +36.9% | +378.1% | +376.3% |
| All | +415.0% | +37.8% | +377.2% | +376.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling