+299.4%
TPR vs APD
+9.1%
+290.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -2.3% | -2.2% | -0.1% | -1.8% |
| 30D | -23.0% | +2.1% | -25.1% | -23.4% |
| 3M | -12.5% | +7.2% | -19.6% | -14.1% |
| 6M | -21.4% | +11.2% | -32.7% | -23.7% |
| YTD | -3.5% | +24.4% | -27.9% | -9.3% |
| 1Y | +17.4% | +6.7% | +10.7% | +15.8% |
| All | +299.4% | +9.1% | +290.3% | +279.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling