+5,909.9%
TGT vs APD
+5,912.6%
-2.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.4% |
| 7D | -5.2% | -3.3% | -2.0% | -4.0% |
| 30D | +1.2% | -4.2% | +5.3% | +2.9% |
| 3M | +18.4% | +5.4% | +12.9% | +15.2% |
| 6M | +33.4% | +6.3% | +27.2% | +29.0% |
| YTD | +63.8% | +20.3% | +43.5% | +50.0% |
| 1Y | +77.2% | +1.6% | +75.6% | +72.6% |
| 3Y | +41.8% | +4.0% | +37.8% | +34.1% |
| 5Y | -25.5% | +23.3% | -48.9% | -35.1% |
| 10Y | +204.9% | +165.6% | +39.3% | +86.9% |
| All | +5,909.9% | +5,912.6% | -2.7% | +833.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling