+85.8%
TT vs APD
+13.4%
+72.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -3.9% |
| 7D | -9.0% | -0.7% | -8.2% | -8.8% |
| 30D | -17.6% | +10.1% | -27.8% | -19.2% |
| 3M | -18.7% | +4.9% | -23.5% | -19.5% |
| 6M | -17.4% | +2.5% | -19.9% | -18.1% |
| YTD | +1.5% | +27.8% | -26.2% | -4.2% |
| 1Y | -9.4% | +32.9% | -42.3% | -15.6% |
| All | +85.8% | +13.4% | +72.5% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling