+736.3%
TT vs APD
+191.9%
+544.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +4.0% | +3.8% | +0.2% | +2.3% |
| 30D | -11.3% | +8.2% | -19.5% | -14.6% |
| 3M | -12.3% | +4.3% | -16.6% | -14.2% |
| 6M | -10.8% | +4.7% | -15.5% | -13.4% |
| YTD | +8.2% | +31.5% | -23.4% | -6.5% |
| 1Y | +1.5% | +23.5% | -22.1% | -9.9% |
| 3Y | +91.5% | +29.1% | +62.4% | +60.3% |
| 5Y | +130.2% | +15.9% | +114.3% | +99.4% |
| All | +736.3% | +191.9% | +544.4% | +301.7% |
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