-4.5%
TPR vs APA
+5.4%
-9.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.3% | +9.3% | +6.7% |
| 7D | +13.9% | -15.6% | +29.4% | +11.3% |
| 30D | +14.9% | -0.9% | +15.8% | +14.1% |
| 3M | -15.4% | +26.1% | -41.5% | -13.5% |
| 6M | -4.5% | +6.1% | -10.6% | -4.6% |
| All | -4.5% | +5.4% | -9.9% | -4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling