+192.8%
APD vs TRMB
+103.0%
+89.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +2.2% | +4.1% | -1.9% | +1.0% |
| 30D | +9.4% | -7.0% | +16.4% | +10.7% |
| 3M | +4.7% | -0.9% | +5.6% | +3.9% |
| 6M | +5.5% | -1.2% | +6.7% | +4.3% |
| YTD | +31.4% | -28.7% | +60.2% | +42.1% |
| 1Y | +24.1% | -32.1% | +56.2% | +36.1% |
| 3Y | +28.8% | +33.4% | -4.6% | +12.0% |
| 5Y | +15.8% | -35.6% | +51.4% | +23.3% |
| All | +192.8% | +103.0% | +89.8% | +123.4% |
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