+741.5%
TT vs APA
+4.1%
+737.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.5% |
| 7D | +3.5% | +5.1% | -1.6% | +2.9% |
| 30D | -11.0% | +0.3% | -11.3% | -11.2% |
| 3M | -12.0% | +15.6% | -27.7% | -13.9% |
| 6M | -10.4% | +28.9% | -39.3% | -14.0% |
| YTD | +9.9% | +96.6% | -86.6% | -1.2% |
| 1Y | +1.5% | +95.5% | -94.0% | -8.9% |
| 3Y | +93.7% | +41.8% | +51.9% | +76.9% |
| 5Y | +139.2% | +85.4% | +53.8% | +102.7% |
| 10Y | +741.5% | +4.5% | +736.9% | +546.2% |
| All | +741.5% | +4.1% | +737.3% | +546.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling