+178.6%
TRV vs APD
+13.1%
+165.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | +8.7% | +11.0% | -2.3% | +6.2% |
| 3M | +7.1% | +2.0% | +5.1% | +6.6% |
| 6M | +35.5% | +7.1% | +28.4% | +33.1% |
| YTD | +39.7% | +29.8% | +10.0% | +30.8% |
| 1Y | +44.1% | +24.0% | +20.1% | +36.2% |
| 3Y | +148.1% | +27.2% | +121.0% | +130.1% |
| 5Y | +178.6% | +12.8% | +165.8% | +172.0% |
| All | +178.6% | +13.1% | +165.4% | +172.0% |
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