+234.9%
TPR vs APD
+16.4%
+218.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.3% | +3.8% | -4.1% | -1.8% |
| 30D | +15.1% | +8.2% | +6.9% | +11.5% |
| 3M | +3.5% | +4.3% | -0.8% | +1.6% |
| 6M | +0.4% | +4.7% | -4.3% | -1.8% |
| YTD | +4.6% | +31.5% | -26.9% | -7.8% |
| 1Y | +33.1% | +23.5% | +9.6% | +20.2% |
| 3Y | +396.0% | +29.1% | +366.9% | +325.9% |
| All | +234.9% | +16.4% | +218.5% | +165.2% |
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 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