+84.6%
TGT vs APD
+6.0%
+78.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.3% |
| 7D | +0.8% | -2.2% | +3.0% | +0.8% |
| 30D | +12.2% | +2.1% | +10.1% | +12.2% |
| 3M | +33.8% | +7.2% | +26.6% | +34.0% |
| 6M | +39.3% | +11.2% | +28.0% | +38.8% |
| YTD | +72.9% | +24.4% | +48.5% | +69.3% |
| 1Y | +84.6% | +6.7% | +77.9% | +90.8% |
| All | +84.6% | +6.0% | +78.5% | +90.8% |
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