+148.6%
TE vs APD
+6.0%
+142.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +0.9% |
| 7D | -4.0% | -2.2% | -1.8% | -4.9% |
| 30D | -15.9% | +2.1% | -18.0% | -15.0% |
| 3M | -60.5% | +7.2% | -67.7% | -59.4% |
| 6M | -35.2% | +11.2% | -46.5% | -30.8% |
| YTD | -31.1% | +24.4% | -55.5% | -18.8% |
| 1Y | +148.6% | +6.7% | +142.0% | +194.2% |
| All | +148.6% | +6.0% | +142.6% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling