+6,477.2%
TRV vs APD
+6,115.6%
+361.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.0% |
| 7D | -0.1% | -2.2% | +2.1% | +0.7% |
| 30D | -3.4% | +2.1% | -5.5% | -4.3% |
| 3M | +26.4% | +7.2% | +19.2% | +22.4% |
| 6M | +19.3% | +11.2% | +8.0% | +13.6% |
| YTD | +28.3% | +24.4% | +3.9% | +16.5% |
| 1Y | +34.3% | +6.7% | +27.6% | +28.9% |
| 3Y | +140.1% | +9.2% | +130.9% | +120.9% |
| 5Y | +155.7% | +27.4% | +128.4% | +116.7% |
| 10Y | +285.5% | +164.8% | +120.7% | +139.2% |
| All | +6,477.2% | +6,115.6% | +361.5% | +1,279.3% |
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