+396.5%
TTMI vs APD
+191.9%
+204.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | +11.4% | +3.8% | +7.5% | +9.6% |
| 30D | -28.3% | +8.2% | -36.5% | -31.2% |
| 3M | -46.7% | +4.3% | -50.9% | -48.0% |
| 6M | -56.1% | +4.7% | -60.8% | -57.6% |
| YTD | +7.4% | +31.5% | -24.2% | -8.0% |
| 1Y | +17.4% | +23.5% | -6.1% | +3.2% |
| 3Y | +429.1% | +29.1% | +400.0% | +341.3% |
| 5Y | +418.8% | +15.9% | +402.9% | +347.2% |
| All | +396.5% | +191.9% | +204.6% | +134.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling