+32.7%
TNA vs APD
+191.9%
-159.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.2% |
| 7D | +3.7% | +3.8% | -0.1% | -1.3% |
| 30D | +4.4% | +8.2% | -3.8% | -5.8% |
| 3M | -26.7% | +4.3% | -30.9% | -30.9% |
| 6M | -12.8% | +4.7% | -17.5% | -20.3% |
| YTD | +22.7% | +31.5% | -8.9% | -21.5% |
| 1Y | +35.7% | +23.5% | +12.1% | -6.4% |
| 3Y | +134.6% | +29.1% | +105.5% | +42.6% |
| 5Y | -46.0% | +15.9% | -61.9% | -60.0% |
| All | +32.7% | +191.9% | -159.2% | -72.6% |
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 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