+911.5%
TT vs APD
+164.4%
+747.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | 0.0% | -2.2% | +2.2% | +1.0% |
| 30D | -7.2% | +2.1% | -9.3% | -8.2% |
| 3M | -3.0% | +7.2% | -10.1% | -6.6% |
| 6M | +1.4% | +11.2% | -9.9% | -4.5% |
| YTD | +15.9% | +24.4% | -8.5% | +2.9% |
| 1Y | +9.4% | +6.7% | +2.8% | +4.0% |
| 3Y | +124.4% | +9.2% | +115.1% | +103.9% |
| 5Y | +138.0% | +27.4% | +110.6% | +93.9% |
| All | +911.5% | +164.4% | +747.1% | +402.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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