+893.7%
TT vs APA
-0.7%
+894.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.7% |
| 7D | +1.6% | -1.7% | +3.3% | +1.8% |
| 30D | -7.3% | +15.7% | -23.0% | -9.2% |
| 3M | -2.6% | +16.5% | -19.0% | -5.0% |
| 6M | +5.9% | +35.1% | -29.2% | +0.5% |
| YTD | +15.4% | +82.2% | -66.8% | +4.9% |
| 1Y | +8.2% | +102.5% | -94.2% | -3.5% |
| 3Y | +122.7% | +10.3% | +112.4% | +110.5% |
| 5Y | +145.0% | +166.1% | -21.2% | +95.4% |
| 10Y | +893.7% | -4.9% | +898.6% | +682.6% |
| All | +893.7% | -0.7% | +894.4% | +682.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling