-4.5%
TT vs APA
+107.6%
-112.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.9% | +5.2% | -2.4% |
| 7D | -8.5% | -13.0% | +4.5% | -9.7% |
| 30D | -12.8% | +2.0% | -14.8% | -12.6% |
| 3M | -12.9% | +24.9% | -37.8% | -10.7% |
| 6M | -15.2% | +7.2% | -22.4% | -13.6% |
| YTD | +6.2% | +87.1% | -80.9% | +4.1% |
| 1Y | -4.5% | +107.2% | -111.7% | -6.0% |
| All | -4.5% | +107.6% | -112.2% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling