+7,105.0%
TRV vs APD
+6,473.2%
+631.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.7% |
| 1Y | +42.4% | +23.5% | +18.9% | +29.1% |
| 3Y | +148.1% | +29.1% | +119.0% | +114.4% |
| 5Y | +181.7% | +15.9% | +165.8% | +148.6% |
| 10Y | +352.6% | +191.9% | +160.7% | +170.1% |
| All | +7,105.0% | +6,473.2% | +631.8% | +1,376.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling