+898.0%
TT vs APA
-2.5%
+900.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -7.2% | +23.4% | -30.6% | -9.8% |
| 3M | -3.0% | +12.7% | -15.7% | -4.9% |
| 6M | +1.4% | +39.4% | -38.1% | -4.2% |
| YTD | +15.9% | +79.0% | -63.1% | +5.6% |
| 1Y | +9.4% | +88.8% | -79.4% | -1.5% |
| 3Y | +124.4% | +6.4% | +118.0% | +113.2% |
| 5Y | +138.0% | +153.0% | -15.0% | +91.3% |
| All | +898.0% | -2.5% | +900.4% | +687.8% |
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