+14,178.8%
TT vs APD
+6,189.3%
+7,989.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.2% |
| 7D | -2.0% | -3.7% | +1.7% | 0.0% |
| 30D | -14.0% | +9.6% | -23.6% | -18.5% |
| 3M | -15.9% | +1.6% | -17.5% | -17.0% |
| 6M | -17.3% | +2.2% | -19.5% | -19.2% |
| YTD | +4.0% | +25.9% | -21.9% | -10.5% |
| 1Y | -7.1% | +20.1% | -27.3% | -18.4% |
| 3Y | +90.2% | +12.4% | +77.8% | +65.2% |
| 5Y | +131.1% | +11.1% | +120.0% | +99.6% |
| 10Y | +777.7% | +190.1% | +587.6% | +312.0% |
| All | +14,178.8% | +6,189.3% | +7,989.5% | +1,357.0% |
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