+26.1%
APD vs TRGP
+631.5%
-605.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.5% |
| 7D | -2.5% | -0.6% | -1.9% | -2.4% |
| 30D | -1.9% | +14.6% | -16.5% | -5.2% |
| 3M | +8.2% | +11.9% | -3.7% | +4.8% |
| 6M | +10.7% | +25.3% | -14.5% | +3.8% |
| YTD | +22.9% | +61.9% | -38.9% | +7.4% |
| 1Y | +5.8% | +87.3% | -81.5% | -11.4% |
| 3Y | +7.8% | +268.0% | -260.2% | -26.5% |
| 5Y | +26.1% | +638.2% | -612.1% | -26.4% |
| All | +26.1% | +631.5% | -605.3% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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