+17.4%
TTMI vs APD
+25.0%
-7.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | +11.4% | +3.8% | +7.5% | +11.6% |
| 30D | -28.3% | +8.2% | -36.5% | -27.8% |
| 3M | -46.7% | +4.3% | -50.9% | -46.4% |
| 6M | -56.1% | +4.7% | -60.8% | -56.0% |
| YTD | +7.4% | +31.5% | -24.2% | +6.5% |
| 1Y | +17.4% | +23.5% | -6.1% | +17.9% |
| All | +17.4% | +25.0% | -7.6% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling