+187.8%
APD vs TMF
-83.0%
+270.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | +0.6% | -2.2% | -1.5% |
| 30D | +10.6% | +16.3% | -5.7% | +11.6% |
| 3M | +2.5% | -2.7% | +5.2% | +2.4% |
| 6M | +6.0% | -13.2% | +19.1% | +5.1% |
| YTD | +28.4% | -16.7% | +45.1% | +27.2% |
| 1Y | +22.2% | -22.7% | +44.9% | +20.4% |
| 3Y | +26.6% | -26.1% | +52.7% | +26.0% |
| 5Y | +11.8% | -88.4% | +100.2% | -14.5% |
| 10Y | +187.8% | -81.8% | +269.6% | +149.9% |
| All | +187.8% | -83.0% | +270.8% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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