+127.9%
TT vs APD
+11.0%
+116.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.9% |
| 7D | -2.0% | -3.7% | +1.7% | -0.7% |
| 30D | -14.0% | +9.6% | -23.6% | -16.9% |
| 3M | -15.9% | +1.6% | -17.5% | -16.6% |
| 6M | -17.3% | +2.2% | -19.5% | -18.4% |
| YTD | +4.0% | +25.9% | -21.9% | -6.0% |
| 1Y | -7.1% | +20.1% | -27.3% | -14.7% |
| 3Y | +90.2% | +12.4% | +77.8% | +76.1% |
| All | +127.9% | +11.0% | +116.9% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling