-5.8%
TLT vs APD
+24.7%
-30.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -1.0% | -1.2% | +0.1% | -1.0% |
| 30D | +4.1% | +11.0% | -6.9% | +4.2% |
| 3M | -0.4% | +2.6% | -2.9% | -0.4% |
| 6M | -3.2% | +4.8% | -8.0% | -2.9% |
| YTD | -3.5% | +31.0% | -34.5% | -3.7% |
| 1Y | -5.8% | +23.4% | -29.2% | -5.9% |
| All | -5.8% | +24.7% | -30.5% | -5.9% |
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