+4.8%
TLT vs APD
+29.2%
-24.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.5% |
| 3M | -0.4% | +2.6% | -2.9% | -0.5% |
| 6M | -3.2% | +4.8% | -8.0% | -3.4% |
| YTD | -3.5% | +31.0% | -34.5% | -5.5% |
| 1Y | -5.8% | +23.4% | -29.2% | -7.3% |
| All | +4.8% | +29.2% | -24.3% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling