+139.8%
TRV vs APD
+10.0%
+129.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | +0.5% | -2.5% | +3.0% | +0.9% |
| 30D | -4.9% | -1.9% | -3.0% | -4.6% |
| 3M | +23.7% | +8.2% | +15.5% | +22.2% |
| 6M | +20.3% | +10.7% | +9.6% | +18.2% |
| YTD | +27.1% | +22.9% | +4.1% | +22.6% |
| 1Y | +35.3% | +5.8% | +29.5% | +33.9% |
| 3Y | +139.8% | +7.8% | +132.0% | +135.4% |
| All | +139.8% | +10.0% | +129.8% | +135.4% |
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