+12.8%
APD vs TMF
-87.8%
+100.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.0% |
| 7D | -0.7% | +2.7% | -3.4% | -0.9% |
| 30D | +10.1% | +19.3% | -9.2% | +9.0% |
| 3M | +4.9% | -3.7% | +8.5% | +5.0% |
| 6M | +2.5% | -11.3% | +13.8% | +3.0% |
| YTD | +27.8% | -16.6% | +44.4% | +28.8% |
| 1Y | +32.9% | -21.1% | +54.0% | +34.4% |
| 3Y | +13.4% | -26.8% | +40.2% | +14.6% |
| 5Y | +12.8% | -88.0% | +100.9% | +13.1% |
| All | +12.8% | -87.8% | +100.7% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling