+344.9%
TRV vs APD
+191.9%
+153.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.0% | +3.8% | -1.8% | +0.5% |
| 30D | +6.7% | +8.2% | -1.5% | +3.5% |
| 3M | +9.4% | +4.3% | +5.1% | +7.4% |
| 6M | +37.7% | +4.7% | +33.0% | +34.5% |
| YTD | +40.6% | +31.5% | +9.0% | +24.3% |
| 1Y | +42.4% | +23.5% | +18.9% | +28.9% |
| 3Y | +148.1% | +29.1% | +119.0% | +112.6% |
| 5Y | +181.7% | +15.9% | +165.8% | +147.9% |
| All | +344.9% | +191.9% | +153.0% | +140.2% |
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 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