+153.1%
TE vs APD
+5.1%
+148.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.1% | -3.4% |
| 7D | +15.0% | -4.6% | +19.6% | +12.6% |
| 30D | -7.5% | -4.2% | -3.3% | -9.3% |
| 3M | -42.0% | +5.0% | -46.9% | -40.8% |
| 6M | -31.4% | +8.9% | -40.4% | -27.4% |
| YTD | -26.5% | +21.9% | -48.4% | -14.0% |
| 1Y | +153.1% | +5.6% | +147.5% | +196.0% |
| All | +153.1% | +5.1% | +148.0% | +196.0% |
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