+3.3%
TTMI vs APD
+22.2%
-18.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.1% |
| 7D | -11.5% | -0.2% | -11.3% | -11.5% |
| 30D | -40.3% | +11.0% | -51.3% | -39.9% |
| 3M | -44.5% | +1.3% | -45.8% | -44.2% |
| 6M | -54.1% | +6.4% | -60.4% | -54.0% |
| YTD | +4.7% | +28.9% | -24.2% | +4.9% |
| 1Y | +3.3% | +23.2% | -19.9% | +3.2% |
| All | +3.3% | +22.2% | -18.9% | +3.2% |
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 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