+258.4%
TPR vs APD
+15.3%
+243.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +10.0% | +8.2% |
| 7D | +13.9% | -0.7% | +14.6% | +14.0% |
| 30D | +14.9% | +10.1% | +4.8% | +10.5% |
| 3M | -15.4% | +4.9% | -20.3% | -17.1% |
| 6M | -4.5% | +2.5% | -6.9% | -5.8% |
| YTD | +6.0% | +27.8% | -21.8% | -5.4% |
| 1Y | +24.3% | +32.9% | -8.5% | +7.6% |
| 3Y | +412.8% | +13.4% | +399.5% | +370.5% |
| 5Y | +258.4% | +12.8% | +245.6% | +187.1% |
| All | +258.4% | +15.3% | +243.2% | +187.1% |
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 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