+25.2%
APH vs TT
+0.4%
+24.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.3% |
| 7D | +5.0% | 0.0% | +5.0% | +4.9% |
| 30D | -3.9% | -7.2% | +3.3% | +1.2% |
| 3M | +13.0% | -3.0% | +15.9% | +14.9% |
| 6M | +25.2% | +1.4% | +23.8% | +21.9% |
| All | +25.2% | +0.4% | +24.7% | +21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling