+356.2%
TPR vs APD
+191.9%
+164.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.3% | +3.8% | -4.1% | -2.6% |
| 30D | +15.1% | +8.2% | +6.9% | +9.5% |
| 3M | +3.5% | +4.3% | -0.8% | +0.5% |
| 6M | +0.4% | +4.7% | -4.3% | -3.3% |
| YTD | +4.6% | +31.5% | -26.9% | -13.9% |
| 1Y | +33.1% | +23.5% | +9.6% | +13.4% |
| 3Y | +396.0% | +29.1% | +366.9% | +287.1% |
| 5Y | +230.3% | +15.9% | +214.4% | +169.6% |
| All | +356.2% | +191.9% | +164.3% | +89.2% |
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