+227.9%
TPR vs APA
+88.6%
+139.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.6% | -5.3% | -2.3% |
| 7D | +6.4% | +5.1% | +1.4% | +5.4% |
| 30D | +13.8% | +0.3% | +13.5% | +13.2% |
| 3M | -16.6% | +15.6% | -32.3% | -19.4% |
| 6M | +0.7% | +28.9% | -28.2% | -5.4% |
| YTD | +5.3% | +96.6% | -91.2% | -11.9% |
| 1Y | +32.4% | +95.5% | -63.2% | +10.5% |
| 3Y | +406.4% | +41.8% | +364.6% | +338.7% |
| 5Y | +227.9% | +85.4% | +142.5% | +156.1% |
| All | +227.9% | +88.6% | +139.4% | +156.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling