+8,094.7%
TMO vs APD
+6,042.2%
+2,052.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | +0.4% | -2.5% | +2.9% | +1.4% |
| 30D | +1.5% | -1.9% | +3.4% | +2.2% |
| 3M | +28.5% | +8.2% | +20.3% | +24.2% |
| 6M | +20.4% | +10.7% | +9.6% | +14.7% |
| YTD | +4.3% | +22.9% | -18.6% | -4.9% |
| 1Y | +24.1% | +5.8% | +18.3% | +19.3% |
| 3Y | +17.5% | +7.8% | +9.7% | +9.7% |
| 5Y | +6.8% | +26.1% | -19.3% | -7.4% |
| 10Y | +311.9% | +163.7% | +148.2% | +160.6% |
| All | +8,094.7% | +6,042.2% | +2,052.5% | +1,732.5% |
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