+127.9%
TT vs APA
+71.7%
+56.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.3% | +2.2% |
| 7D | -2.0% | -15.5% | +13.5% | -0.9% |
| 30D | -14.0% | +2.4% | -16.4% | -14.3% |
| 3M | -15.9% | +22.8% | -38.7% | -17.4% |
| 6M | -17.3% | +17.9% | -35.3% | -18.8% |
| YTD | +4.0% | +87.7% | -83.7% | -3.4% |
| 1Y | -7.1% | +94.2% | -101.3% | -14.1% |
| 3Y | +90.2% | +27.2% | +63.0% | +77.8% |
| All | +127.9% | +71.7% | +56.2% | +105.9% |
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