+65.1%
TNA vs APD
+6.0%
+59.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -0.1% | -2.2% | +2.1% | +0.4% |
| 30D | -4.9% | +2.1% | -7.0% | -5.4% |
| 3M | +0.4% | +7.2% | -6.8% | -1.4% |
| 6M | +32.5% | +11.2% | +21.3% | +29.0% |
| YTD | +53.7% | +24.4% | +29.3% | +43.3% |
| 1Y | +65.1% | +6.7% | +58.4% | +91.6% |
| All | +65.1% | +6.0% | +59.1% | +91.6% |
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