+169.1%
APD vs TRMB
+113.5%
+55.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.2% |
| 7D | -4.6% | -2.9% | -1.7% | -3.8% |
| 30D | -4.2% | -1.8% | -2.4% | -3.8% |
| 3M | +5.0% | +8.4% | -3.4% | +2.2% |
| 6M | +8.9% | -18.5% | +27.5% | +14.6% |
| YTD | +21.9% | -26.7% | +48.6% | +31.9% |
| 1Y | +5.6% | -28.3% | +33.9% | +14.7% |
| 3Y | +6.9% | +12.6% | -5.7% | -1.4% |
| 5Y | +25.3% | -38.7% | +64.1% | +36.7% |
| 10Y | +169.1% | +120.8% | +48.3% | +102.2% |
| All | +169.1% | +113.5% | +55.5% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling