+1.5%
TT vs APD
+25.0%
-23.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +4.0% | +3.8% | +0.2% | +3.8% |
| 30D | -11.3% | +8.2% | -19.5% | -11.8% |
| 3M | -12.3% | +4.3% | -16.6% | -12.5% |
| 6M | -10.8% | +4.7% | -15.5% | -11.8% |
| YTD | +8.2% | +31.5% | -23.4% | +5.3% |
| 1Y | +1.5% | +23.5% | -22.1% | -0.2% |
| All | +1.5% | +25.0% | -23.5% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling