-22.5%
TNA vs APD
+25.2%
-47.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.3% |
| 7D | -3.6% | -4.6% | +1.0% | +1.4% |
| 30D | -10.1% | -4.2% | -5.9% | -6.0% |
| 3M | +2.7% | +5.0% | -2.3% | -4.4% |
| 6M | +38.4% | +8.9% | +29.5% | +22.0% |
| YTD | +45.4% | +21.9% | +23.5% | +10.4% |
| 1Y | +55.9% | +5.6% | +50.4% | +38.4% |
| 3Y | +109.8% | +6.9% | +102.9% | +82.7% |
| 5Y | -22.5% | +25.3% | -47.9% | -53.7% |
| All | -22.5% | +25.2% | -47.7% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling