+57.7%
APO vs TT
+125.0%
-67.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -1.1% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +3.5% | -7.2% | +10.6% | +7.6% |
| 3M | +4.5% | -3.0% | +7.5% | +5.8% |
| 6M | +22.8% | +1.4% | +21.4% | +20.3% |
| YTD | -6.5% | +15.9% | -22.4% | -16.3% |
| 1Y | +0.8% | +9.4% | -8.6% | -7.2% |
| All | +57.7% | +125.0% | -67.3% | -6.1% |
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