+21.6%
APD vs TLN
+678.8%
-657.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -0.2% | +1.1% | -1.3% | -0.3% |
| 30D | +11.0% | -4.6% | +15.6% | +11.1% |
| 3M | +2.0% | +5.2% | -3.3% | +1.8% |
| 6M | +7.1% | -6.5% | +13.6% | +7.0% |
| YTD | +29.8% | -3.6% | +33.4% | +29.3% |
| 1Y | +24.0% | -8.2% | +32.3% | +23.8% |
| 3Y | +27.2% | +559.7% | -532.5% | +14.7% |
| All | +21.6% | +678.8% | -657.3% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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