+750.6%
TT vs APA
+0.9%
+749.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | +1.7% | -8.7% | +10.5% | +2.9% |
| 30D | -11.8% | -2.4% | -9.4% | -11.7% |
| 3M | -12.6% | +19.0% | -31.6% | -14.9% |
| 6M | -9.4% | +26.8% | -36.2% | -12.9% |
| YTD | +8.8% | +87.3% | -78.5% | -1.6% |
| 1Y | -2.5% | +92.3% | -94.8% | -12.3% |
| 3Y | +95.7% | +37.3% | +58.4% | +79.4% |
| 5Y | +135.7% | +73.2% | +62.5% | +101.5% |
| 10Y | +750.6% | -0.9% | +751.5% | +558.8% |
| All | +750.6% | +0.9% | +749.8% | +558.8% |
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