+328.6%
TMO vs APD
+166.7%
+162.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -0.6% | -3.3% | +2.6% | +0.7% |
| 30D | +1.1% | -4.2% | +5.3% | +2.8% |
| 3M | +28.3% | +5.4% | +22.9% | +25.0% |
| 6M | +23.3% | +6.3% | +17.0% | +19.0% |
| YTD | +5.5% | +20.3% | -14.9% | -3.9% |
| 1Y | +24.5% | +1.6% | +23.0% | +21.6% |
| 3Y | +19.6% | +4.0% | +15.6% | +13.0% |
| 5Y | +8.1% | +23.3% | -15.2% | -8.2% |
| All | +328.6% | +166.7% | +162.0% | +121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling