+1,094.7%
TTMI vs APD
+162.9%
+931.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.5% |
| 7D | +7.5% | -4.6% | +12.1% | +9.8% |
| 30D | -4.5% | -4.2% | -0.3% | -2.7% |
| 3M | -28.5% | +5.0% | -33.5% | -30.9% |
| 6M | +28.4% | +8.9% | +19.4% | +21.4% |
| YTD | +80.1% | +21.9% | +58.2% | +60.6% |
| 1Y | +161.0% | +5.6% | +155.5% | +147.3% |
| 3Y | +862.4% | +6.9% | +855.6% | +784.8% |
| 5Y | +812.9% | +25.3% | +787.6% | +651.5% |
| 10Y | +1,094.7% | +169.1% | +925.7% | +483.8% |
| All | +1,094.7% | +162.9% | +931.8% | +483.8% |
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