-80.5%
TE vs APD
+59.1%
-139.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.1% |
| 7D | -19.1% | +3.8% | -22.9% | -20.0% |
| 30D | -34.1% | +8.2% | -42.3% | -35.7% |
| 3M | -60.1% | +4.3% | -64.4% | -60.7% |
| 6M | -66.0% | +4.7% | -70.7% | -66.6% |
| YTD | -71.4% | +31.5% | -103.0% | -74.2% |
| 1Y | -45.3% | +23.5% | -68.8% | -49.7% |
| 3Y | +9.1% | +29.1% | -20.0% | -0.7% |
| 5Y | -82.6% | +15.9% | -98.5% | -84.4% |
| All | -80.5% | +59.1% | -139.7% | -82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling