+133.5%
TT vs APA
+90.7%
+42.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | +8.1% | +9.6% | -1.6% | +7.3% |
| 30D | -11.3% | -0.2% | -11.1% | -11.4% |
| 3M | -11.2% | +19.8% | -31.0% | -12.6% |
| 6M | -8.9% | +30.1% | -39.0% | -11.2% |
| YTD | +9.7% | +100.4% | -90.7% | +1.4% |
| 1Y | +1.3% | +105.2% | -103.9% | -6.8% |
| 3Y | +93.4% | +44.6% | +48.7% | +78.7% |
| 5Y | +133.5% | +88.8% | +44.7% | +108.2% |
| All | +133.5% | +90.7% | +42.8% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling