+240.4%
TPR vs APD
+27.6%
+212.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -2.3% | -2.2% | -0.1% | -1.4% |
| 30D | -23.0% | +2.1% | -25.1% | -23.6% |
| 3M | -12.5% | +7.2% | -19.6% | -15.2% |
| 6M | -21.4% | +11.2% | -32.7% | -25.2% |
| YTD | -3.5% | +24.4% | -27.9% | -13.0% |
| 1Y | +17.4% | +6.7% | +10.7% | +13.0% |
| 3Y | +291.3% | +9.2% | +282.0% | +264.9% |
| All | +240.4% | +27.6% | +212.8% | +146.9% |
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