+13,847.2%
TT vs APD
+6,285.2%
+7,562.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -2.8% |
| 7D | -9.0% | -0.7% | -8.2% | -8.7% |
| 30D | -17.6% | +10.1% | -27.8% | -22.1% |
| 3M | -18.7% | +4.9% | -23.5% | -21.2% |
| 6M | -17.4% | +2.5% | -19.9% | -19.4% |
| YTD | +1.5% | +27.8% | -26.2% | -13.3% |
| 1Y | -9.4% | +32.9% | -42.3% | -25.0% |
| 3Y | +85.1% | +13.4% | +71.7% | +60.0% |
| 5Y | +125.7% | +12.8% | +112.9% | +93.4% |
| 10Y | +757.3% | +194.6% | +562.8% | +299.2% |
| All | +13,847.2% | +6,285.2% | +7,562.0% | +1,311.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling