+452.5%
APD vs TRGP
+2,231.3%
-1,778.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -2.2% | +0.8% | -3.0% | -2.3% |
| 30D | +2.1% | +11.5% | -9.4% | +0.2% |
| 3M | +7.2% | +9.0% | -1.8% | +5.4% |
| 6M | +11.2% | +20.5% | -9.3% | +7.4% |
| YTD | +24.4% | +59.5% | -35.1% | +14.5% |
| 1Y | +6.7% | +77.9% | -71.2% | -3.7% |
| 3Y | +9.2% | +253.6% | -244.3% | -12.4% |
| 5Y | +27.4% | +615.5% | -588.1% | -9.3% |
| 10Y | +164.8% | +897.1% | -732.3% | +62.9% |
| All | +452.5% | +2,231.3% | -1,778.8% | +129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling