-25.6%
TGT vs APD
+12.7%
-38.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +5.5% | -0.2% | +5.7% | +5.7% |
| 30D | +6.0% | +11.0% | -5.0% | +2.3% |
| 3M | +8.0% | +2.0% | +6.0% | +7.2% |
| 6M | +32.3% | +7.1% | +25.3% | +28.5% |
| YTD | +71.3% | +29.8% | +41.5% | +53.0% |
| 1Y | +86.8% | +24.0% | +62.8% | +69.4% |
| 3Y | +67.9% | +27.2% | +40.7% | +48.1% |
| All | -25.6% | +12.7% | -38.3% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling