-25.0%
TGT vs APD
+25.2%
-50.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | -3.6% | -4.6% | +1.0% | -2.0% |
| 30D | +4.4% | -4.2% | +8.6% | +6.0% |
| 3M | +25.4% | +5.0% | +20.4% | +22.6% |
| 6M | +33.4% | +8.9% | +24.4% | +28.0% |
| YTD | +65.6% | +21.9% | +43.7% | +51.3% |
| 1Y | +80.3% | +5.6% | +74.7% | +74.1% |
| 3Y | +42.1% | +6.9% | +35.3% | +34.3% |
| 5Y | -25.0% | +25.3% | -50.4% | -41.8% |
| All | -25.0% | +25.2% | -50.2% | -41.8% |
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 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