-78.3%
TE vs APD
+58.4%
-136.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.6% |
| 7D | -22.0% | -1.2% | -20.8% | -21.6% |
| 30D | -33.6% | +11.0% | -44.7% | -35.8% |
| 3M | -61.1% | +2.6% | -63.6% | -61.4% |
| 6M | -64.7% | +4.8% | -69.6% | -65.4% |
| YTD | -68.1% | +31.0% | -99.1% | -71.1% |
| 1Y | -51.7% | +23.4% | -75.1% | -55.6% |
| 3Y | +42.0% | +28.4% | +13.6% | +29.4% |
| 5Y | -80.8% | +15.2% | -96.0% | -82.8% |
| All | -78.3% | +58.4% | -136.8% | -80.6% |
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