+15,818.7%
TT vs APD
+6,115.6%
+9,703.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.2% |
| 7D | -0.2% | -2.2% | +2.0% | +1.0% |
| 30D | -7.4% | +2.1% | -9.5% | -8.6% |
| 3M | -3.2% | +7.2% | -10.4% | -7.5% |
| 6M | +1.1% | +11.2% | -10.1% | -5.8% |
| YTD | +15.6% | +24.4% | -8.8% | +0.6% |
| 1Y | +9.2% | +6.7% | +2.5% | +2.4% |
| 3Y | +124.4% | +9.2% | +115.1% | +98.9% |
| 5Y | +138.0% | +27.4% | +110.6% | +90.1% |
| 10Y | +886.4% | +164.8% | +721.6% | +390.6% |
| All | +15,818.7% | +6,115.6% | +9,703.0% | +1,541.2% |
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 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