+15,818.7%
TT vs APA
+815.8%
+15,002.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.5% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | -7.2% | +23.4% | -30.6% | -11.5% |
| 3M | -3.0% | +12.7% | -15.7% | -6.2% |
| 6M | +1.4% | +39.4% | -38.1% | -7.5% |
| YTD | +15.9% | +79.0% | -63.1% | -0.1% |
| 1Y | +9.4% | +88.8% | -79.4% | -7.5% |
| 3Y | +124.4% | +6.4% | +118.0% | +106.4% |
| 5Y | +138.0% | +153.0% | -15.0% | +67.8% |
| 10Y | +886.4% | +7.5% | +878.8% | +560.9% |
| All | +15,818.7% | +815.8% | +15,002.9% | +7,192.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling