+326.1%
TPR vs APD
+164.4%
+161.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.6% |
| 7D | -2.3% | -2.2% | -0.1% | -1.0% |
| 30D | -23.0% | +2.1% | -25.1% | -24.0% |
| 3M | -12.5% | +7.2% | -19.6% | -16.8% |
| 6M | -21.4% | +11.2% | -32.7% | -27.3% |
| YTD | -3.5% | +24.4% | -27.9% | -17.6% |
| 1Y | +17.4% | +6.7% | +10.7% | +9.3% |
| 3Y | +291.3% | +9.2% | +282.0% | +241.4% |
| 5Y | +241.9% | +27.4% | +214.6% | +155.0% |
| All | +326.1% | +164.4% | +161.8% | +92.1% |
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