+11.8%
APD vs TRGP
+426.9%
-415.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.4% | +1.2% |
| 7D | -1.6% | -7.2% | +5.6% | +0.1% |
| 30D | +10.6% | -4.2% | +14.8% | +11.4% |
| 3M | +2.5% | +7.0% | -4.4% | +0.3% |
| 6M | +6.0% | +11.2% | -5.3% | +2.1% |
| YTD | +28.4% | +51.1% | -22.7% | +13.6% |
| 1Y | +22.2% | +62.0% | -39.9% | +6.0% |
| 3Y | +26.6% | +248.2% | -221.6% | -13.1% |
| 5Y | +11.8% | +432.4% | -420.6% | -29.8% |
| All | +11.8% | +426.9% | -415.1% | -29.8% |
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