+734.7%
TT vs APD
+188.9%
+545.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | -11.8% | +11.0% | -22.8% | -16.1% |
| 3M | -11.6% | +2.0% | -13.6% | -12.6% |
| 6M | -9.3% | +7.1% | -16.4% | -12.8% |
| YTD | +8.9% | +29.8% | -20.9% | -5.3% |
| 1Y | -2.2% | +24.0% | -26.3% | -13.5% |
| 3Y | +91.9% | +27.2% | +64.7% | +61.8% |
| 5Y | +136.0% | +12.8% | +123.2% | +107.3% |
| 10Y | +734.7% | +185.0% | +549.7% | +307.9% |
| All | +734.7% | +188.9% | +545.9% | +307.9% |
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