+247.7%
APH vs TT
+85.3%
+162.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.9% | -6.2% |
| 7D | -12.7% | -9.0% | -3.7% | -6.6% |
| 30D | -19.2% | -17.6% | -1.5% | -7.4% |
| 3M | -16.7% | -18.7% | +2.0% | -3.7% |
| 6M | +5.1% | -17.4% | +22.6% | +19.8% |
| YTD | +6.6% | +1.5% | +5.0% | +4.9% |
| 1Y | +3.9% | -9.4% | +13.3% | +10.6% |
| All | +247.7% | +85.3% | +162.4% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling