+753.1%
APD vs TMF
-69.1%
+822.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -2.9% |
| 7D | -0.7% | +2.7% | -3.4% | -0.4% |
| 30D | +10.1% | +19.3% | -9.2% | +12.4% |
| 3M | +4.9% | -3.7% | +8.5% | +4.5% |
| 6M | +2.5% | -11.3% | +13.8% | +1.3% |
| YTD | +27.8% | -16.6% | +44.4% | +25.6% |
| 1Y | +32.9% | -21.1% | +54.0% | +29.8% |
| 3Y | +13.4% | -26.8% | +40.2% | +11.6% |
| 5Y | +12.8% | -88.0% | +100.9% | -14.5% |
| 10Y | +194.6% | -84.7% | +279.3% | +152.6% |
| All | +753.1% | -69.1% | +822.2% | +850.6% |
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