+730.4%
APD vs TMF
-68.9%
+799.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -0.9% |
| 7D | -2.2% | -1.4% | -0.8% | -2.4% |
| 30D | +2.1% | -2.8% | +4.9% | +1.8% |
| 3M | +7.2% | -10.9% | +18.1% | +5.9% |
| 6M | +11.2% | -21.3% | +32.6% | +8.5% |
| YTD | +24.4% | -15.9% | +40.3% | +22.3% |
| 1Y | +6.7% | -15.7% | +22.4% | +5.0% |
| 3Y | +9.2% | -43.4% | +52.6% | +4.0% |
| 5Y | +27.4% | -87.8% | +115.1% | -3.0% |
| 10Y | +164.8% | -86.7% | +251.6% | +121.4% |
| All | +730.4% | -68.9% | +799.3% | +825.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling