+109.0%
AAPL vs TT
+146.0%
-36.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | -2.7% | +1.6% | -4.3% | -3.3% |
| 30D | +1.0% | -7.3% | +8.3% | +3.7% |
| 3M | +5.0% | -2.6% | +7.5% | +4.9% |
| 6M | +23.0% | +5.9% | +17.1% | +18.0% |
| YTD | +16.6% | +15.4% | +1.2% | +7.4% |
| 1Y | +33.4% | +8.2% | +25.2% | +25.8% |
| 3Y | +79.9% | +122.7% | -42.8% | +15.6% |
| 5Y | +109.0% | +145.0% | -35.9% | +14.2% |
| All | +109.0% | +146.0% | -36.9% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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